I do a lot of my shopping in these sites and I have been very satisfied with their prices, shipping, customer service, and quality of products so far.
State Line Tack
These two sites are on the lower end of quality and you do have to be more cautious and investigate the stuff that you buy from them, especially leather goods. I normally get my rope halters and grooming equipment from them as it's cheaper there.
I really haven't had any bad experiences with anywhere I've shopped online so far.
So please, share the companies that you like and the ones you will never shop from again. If you give a bad review, please give us a reason why. It doesn't have to be detailed unless you really want to, but it would be good to know if they had rude customer service people, they charged you but never shipped your order, they 'conveniently' forgot that you had an order with them and you never received it, if they won't respond to calls/emails, that sort of thing.