Only issue I've had: recently ordered (through a third-party seller) an Ultegra 11sp chain, and received an apparently counterfeit Dura Ace chain instead. With free returns, it's no big deal.
Living in a rural area, without access to many large stores, we probably order at least $15k-$20k from Amazon each year. On the few occasions when I've had to call their CS, they've been very accomodating.