Yeah, I've probably put 40-50 orders through rockauto in the last 3 years or so. I think I've had one issue where I had to return something, and the process was awful, but ultimately it worked and the savings/convenience of using them are well worth it for me. I actually prefer them for obscure stuff...lock actuators, blend door motors, random sensors and pigtails, etc.
For wear items like brakes, suspension, etc, the local options have gotten pretty competitive given the share the RA has gained, so the pricing isn't as far out as it used to be, and the fact that the local options have subpar cataloging is less of an issue on their more common parts.