I've had real good results from Newegg.com. I've ordered different parts on 3 occaisons, and 1 other time ordered enough parts to build an entire system.
Nothing dead out of the box, and one time I had a problem with incompatibility between my Video Card (9700 Pro) and the Motherboard. First they replaced the video card, and when that didn't help, they let me return the MB and get a different brand/type.
So yes, I recommend Newegg.com from my experience.
PS: But then again, the one time I ordered from Mwave.com things were fine as well.