Here's who I like and don't for online shopping so far this year:
Big Winner: Zappos. Great selection and free shipping. Ordered at 11:00pm, ship confirmation came at 2:30am the same night. Free shipping on returns, too!
Doing good: B&H Photo, Patagonia, Amazon. Good shopping experience, reasonable shipping rates, good web notifications.
Big losers: Sundance, Circuit City. I was going to buy something small on Sundance last night and they were going to charge me $11 for 7-10 business day shipping (10 days would put it past XMAS), and a minimum of $22 for anything faster. My electronic shopping cart is still sitting in the aisle where I left it. With Circuit City I placed an order on 11/27 with 3 day shipping. The first item arrived 3 days later, while the second had the same estimated arrival date, but no shipping info. After a week I called and they said they'd check into it and call me in 3-5 days. And no, I couldn't cancel the order (apparently they thought I might have received it and was trying to get my money back. Called again 5 days later and they said that yes, it had never been shipped, and that they would ship a new one within 3 days. No, the women in India politely told me, you still can't cancel the order. Looooser.