Amazon are ALWAYS my first port of call for any online service; I pay for their Prime service, so next day/next working day delivery on pretty much everything, TV service etc. They're generally the cheapest in the online marketplace and at the end of the day it's down to customer choices. The only negative (as discussed earlier up the thread) is that if you do have an issue (rare), it does seem very difficult to find a contact form to advise them.
On the subject of how ethical they are, I have a good friend who has worked at a (very, very) high level for both J P Morgan and Chase Manhattan; he's of the opinion that while Amazon are throwing a bunch of money at whoever their accountants may be, they're not actually doing anything that's specifically illegal, it's moreover a case of the business being well versed in tax law, what the legal loopholes are and knowing how to exploit them.
Concerning the @T-Bay experience, I just find it difficult to grasp why Amazon (who, if your description is correct, only acted as the marketplace agent, not the owner/seller), would not handle a return/refund/replacement for the component you purchased; in the ten-odd years I've been buying from them - literally hundreds of purchases - there's been a couple of instances where things have gone awry, most noticeably a UPS that wouldn't hold a charge, they just replaced the unit like for like and didn't even want to old one back. They bent over backwards to satisfy my issue.