I've had generally quite good experiences with NewEgg - the only real ISSUES I've ever had from them were more about FedEx and UPS being very very POOR on serving homes, and NewEgg's shipping service doesn't let you PICK your shipper.
I'm in the US though, no clue how well they would work as a source for parts to Europe, or what kind of customs / VAT issues you might have ordering parts from them if you're in Europe.
You cannot buy things from NewEgg(at least not directly).. Prices here are higher.. I usually buy my hardware from amazon because of it warranty policy.
Any tip about a cheap and reliable HW vendor in europe is appreciated!