I buy primarily from Amazon, simply because of Prime. In addition to free 2 day, it sort of allows you to schedule when it arrives.
If I know I'm going to be home on Friday, order on Wednesday. I've never had a Prime shipment go beyond the 2 day.
Or, if I don't really care when it arrives...I can get $1 off a future music or Kindle purchase.
Returns are trivial. A few months ago, I ordered a new keyless deadbolt set for the front door. It arrived...wrong part.
Print the return label, UPS store around the corner, 30 minutes from delivery to sending back....and they already had the new (correct) one in the shipping pipeline.
On a couple of much smaller items...
"Um, this isn't really what I wanted"
Return
'OK, we'll refund your money. You can keep that one.' (Was cheaper for them, I guess)