I've been using sendit.com (blackstar.co.uk, as was) regularly since they first started, and have only needed to send one package back to them, which was promptly replaced (indeed, I think the two packages crossed in the post, it was so quick). It's not a matter of paying a few quid more in a shop -- for the ROTK EE sendit and DVD.co.uk were asking half the RRP.
I even bought the box set of the first season of Babylon 5 from Amazon.de, who were only charging around 30 euro for it, including postage to the UK, while the online stores in this country were asking around 45 quid; apart from the index booklet being in German, and having German censor ratings rather than British and Irish ones, it was perfectly fine (soundtracks and subtitles in English, German, and French).