Both of the last 2 systems I built I did side by side comparisons between mwave and newegg.
Newegg had lower prices on some of their items, usually memory, video card etc.
Mwave had cheaper shipping, and lower prices on other items like HD's, and cases.
By the time I was done, mwave was cheaper by 12 - 20$ mostly in shipping.
Last, as noted above, mwave offers an assemble and build option for motherboard bundles.
Cheapest 9$ insurance policy to ensure everything is going to work that you could ever ask for.
Plus just knowing that it was assembled correctly and working when it was shipped really gives you confidence.
If there is a problem, you know its something you did, so you can backtrack, reread the mboard manual and figure it out.