First and foremost: USPS Registered Mail. They never lose packages, and if they do, they'll pay you whatever you told them it was worth.
Second: UPS. If they lose packages (they must, right?), they don't lose my packages. Their tracking system is easy to use, and they tend to deliver a lot faster than their estimates.
Third: Amazon.com. Yes, I have some bias, but I have had the occasional really negative experience (there was the whole incident involving the address book and gift registries and finding all the addresses to update if you move, several years ago. I sure hope they've fixed it since then, because that was ridiculous). But I buy a huge fraction of everything I buy through Amazon. It shows up fast. It is reasonably priced. They seem to do a good job vetting third party sellers. The returns system is easy to use.
I've had uniformly good experiences with Zappos.com, now owned by Amazon, however not everyone I know has had the same. I've had uniformly good experiences with Apple and their support for their products but again, not everyone I know has had the same. Statistically, the odds of anything happening to any one person are relatively low, so I try to weigh the experiences of my friends into my experience, to increase the chance that I'll detect problems. For example, there were some glory years where _everyone_ had fantastic experiences dealing with Dell. When I started hearing bad stories, I sold the stock I owned in them. It was not a bad decision. When properly navigated, eBay's reputation system is relatively effective (stick with people with lots of sales, very high ratings and who have been selling over a period of years).
A few favorites for used books through Amazon:
Better World Books
Midtown Scholar Books
And I can't really fail to plug a favorite of my husband's, that I also love:
An excellent chain of stores selling mostly music, but all kinds of other funky stuff, too, some of it used, they have their own website (which I haven't ever used) and a third party seller on Amazon and elsewhere. Their pricing is highly competitive.
Netflix does a fantastic job of maintaining your "spot" while switching between multiple devices (a Tivo, an iPad, a laptop, etc.). I've never had a delivery problem, the discs almost always work (which is somewhat amazing if you think about it at all), their catalog is stunningly diverse and modifying your account is trivially easy and does not require a phone call (switching between plans).
Non-profits that I love: CSPI (yes, I know they can get a little annoying at times), the "food police" who go out and hire labs to test things and then get their people quoted in NYT articles and similar about lawsuits they (might) file because the food in question is a serious threat to the nation's health. UCS: they really _are_ scientists, and they are very data driven. They've branched out from the nukes they started out worrying about, and they display a good understanding of the tradeoffs inevitable in public policy. Also, they are pretty effective lobbyists.
There. I got distracted a couple times with people who I thought of to complain about, but I deleted those paragraphs. It's an almost entirely positive post with positive suggestions for who out there deserves to have whatever money is burning a hole in our collective pockets.