I've been relatively lucky. Had a Creatures 2 cd snapped in half during shipping, that just got refunded. And a motherboard I ordered just... never appeared. Near as myself and the guy who dropped it off at USPS can tell, it's probably sitting in a corner somewhere, forgotten and ignored. The tracking was stuck at "label created", and it was never acknowledged that he dropped it off. Got a full refund on that too.
I've had a few motherboards shipped to me in questionable packaging. Stuff like no anti-static bag, wrapped in a few layers of bubble wrap, taped, then stuffed in a padded envelope between two thin sheets of cardboard. But they were project boards listed as for parts or repair that I wanted to practice on. So I guess that's understandable.
But I specifically avoid ordering cases, CRT monitors, or anything else where the shipping is expensive and scary. Seen too many horror stories for those.
Win95/DOS 7.1 - P233 MMX (@2.5 x 100 FSB), Diamond Viper V330 AGP, SB16 CT2800
Win98 - K6-2+ 500, GF2 MX, SB AWE 64 CT4500, SBLive CT4780
Win98 - Pentium III 1000, GF2 GTS, SBLive CT4760
WinXP - Athlon 64 3200+, GF 7800 GS, Audigy 2 ZS