I've bought several things from FastWRX.com. Most of my experiences have been positive, but on one occasion I had some issues with them as well. All in all, I still would buy from them, but where I once would go to them first, I now check arounhd a lot more. Thier prices have also gotten less competative as compared to a couple fo years ago.
I recently bought Yellows...and I bought them directly from RCE. I've also bought my swaybars from RCE and it was very good service. There were no savings to be had, but the reliability and professionalism was worth it to me. FastWRX.com charges the same price for the springs as RCE, so I chose to cut out the middleman.
I've actually had crappy experiences with several companies/vendors. It's easier to point out the good experiences...such as JSC Speed and RallySportDirect.