I know I do.
It's one of a handful of places that I choose to do business with when it comes to purchasing computer parts. In fact, I only purchase computer parts from online retailers (and have been doing so exclusively for quite a while). I think, over the past 4-5 years, I've probably spent over $10,000 with Newegg (don't let the wife see that number).
Well, Anandtech has an amazing look at the internals of Newegg and how that processor you ordered on Monday ends up in your hands on Wednesday.