In the US, Amazon trumps pretty much everything else with free 2-day delivery (and often, 1-day and even same-day) with Amazon Prime, and a relatively painless and easy return process and handling cases of mis-shipment.

Also, as one of the most popular stores, it has the most reviews on items like electronics. These reviews provide a lot of value (not the star-ratings, but actual reviews, where you can see what people complain about).

For things like photography equipment and musical instruments, I'd go to other stores (BHphoto/Adorama/GuitarCenter/Sweetwater/Reverb/Ebay).