dc, I've bought most of my equipment lately via mail order. I also bought a refurbed DVD-A/SACD combo player. The key, as Jeff says, is to buy from an authorized dealer. The other key, just as important, is to buy from a dealer you can trust. Its important to know that after the sale, the dealer will stand behind the products he sells should a problem arise.
Two mail order dealers that get a lot of good press around here are Saturday Audio Exchange and DMC Electronics. There are many others as well, just scan the archives for recommendations.