Quick answer about warranties. Every part you buy will come with a "manufacture' warranty." The length of the warranty will vary by manufacture and product. On the Newegg site, bring up the products page (for instance: go to Mother Boards>AMD>AM3+>and click on, say, the Sabertooth - that brings up its page). On the product page click on the tab 'Details'. Scroll to the bottom and it tells you the length of time for the manufacture warranty AND how long Newegg will give you to return it to them for refund or replacement.
Extended warranties (there are pros and cons) cost extra, vary in price by product and length, and must be purchased for individual parts.
Don't know about NCIX, but Amazon is similar to Newegg with their warranties.
As far as I know, Neweggs extended warranty lets you ship the product directly to them and the ship the new one to you. There RMA dept. has been very helpful and competent.
If your forum handle is any indication of where you live (West Coast), Newegg is pretty fast. My last order was on a Sunday evening and I had my stuff by noon Tuesday: I am waaayyyy North of the L.A. area where they are based; I was impressed!