I agree with Amazon's customer service/returns. What little I've had to return they have been very good. I'll also add their customer service is top notch. Been using them for 8 years.
Quick story..... I bought a 6950 video card from them.
First issue.... the card was to arrive next day shipping. It didn't because of bad weather and Amazon credited my full shipping charges back to me. Other vendors would have said it wasn't their fault and thus no refund on shipping.
Second Issue.... the card I got was defective. Amazon sent me a replacement overnight without first charging my account for the card until they recieved the bad one from me, and didn't charge for shipping!
They may be a tad higher, but I'd pay just for peace of mind with their customer service.
As for issues with third party vendors through them, the two items I did get through a third party vendor came from Tiger Direct and thankfully there were no issues. However I wouldn't buy if it was coming from someone unknown.
And yeah, Amazon's shipping charges are a lot less then New Egg.
My two cents.