I've used a number of the highly rated stores. In general, there seem to be two approaches
1) low price but high(er) shipping costs
2) higher prices, lower shipping costs
For example, compare Allstar (
http://www.allstarshop.com/shop/shop.asp) vs newegg (
http://www.newegg.com)
I priced out system components (no case, CD, kpd, mouse) from each and with shipping, they suprisingly came within $1 of each other on an approximately 400 order. The newegg prices were about 6% lower but their shipping costs were more than double. Given that Allstar uses UPS (which I like better than FedEx) and their online system seems to be more efficient, they'll get my order. Neither company has ever let me down.
So the lesson here is that you have to look at the total cost before making a decision. Personally, I dislike low product cost, high shipping cost companies - it feels slightly dishonest.
Phil