I had a similar experience with Newegg. I bought one of these shiny 13" uber-thin laptops from them about a year ago. The wireless card on that machine is useless (due to aluminum casing apparently). Exchanging with another model was almost impossible and I had to literally argue with a bunch of people on the phone to get the RMA. Not sure if I ever would buy anything from them again. Amazon on the other hand has been the best experience for me so far. Prime + Amazon, and the only thing I buy in person are groceries.
Difficulty of getting exchanges/refunds is a common feature of virtually all discount electronics stores. Their prices are low because they don't need to absorb as many unconditional returns as big-box stores do. (RMA? What's an RMA? Just return it within 30 days if you don't like the shape of the shift key or something.)
