Amazon will always back the buyer if any situation with shipping or bad product arises.
Aliexpress has some good prices but they are lenient with their sellers and allow them to do some shady deals.
the majority of items i've bought & browsed there seem to be coming from sellers located in the middle east or Asia.
dealing with customer support can also be an issue and shipping can take MUCH longer than stated with no reimbursement.
Newegg has been a trusted online retailer for a long time but like Amazon, make sure any item you order is being sold by Newegg themselves or from a seller that has a very good rating over an extended amount of time.