For PC parts don't know who is the worst offhand. Though EVGA was known for great customer service in the past and probably still are (haven't look at them in awhile). And I had MSI deal with my RMA in a week or 2 turnaround time with only a few min on the phone if I recall correctly, this happened several years ago. So I wouldn't be hesitant about buying from them. Newegg as a company to buy from has had some of the best customer service I have ever dealt with hands down.
As a company to avoid, Dell. Dealt with them more times than I care to count and over half the time they didn't repair my laptop, they told me I used their warranty too much and to not call again (if they fixed the dang thing I wouldn't have to keep calling). Incompetent techs on the phone and who worked on the computers, poorly designed laptop (couldn't handle heat dissipation which caused the issues). Oh they were rude too, and it usually took 40min to reach someone. After years of putting up with them on my laptop I gave up on ever using it and have probably cost them well over 20k in sales from people I have personally steered away from buying from them. This is the short and nice version of what I put up with, I am sure if you google my usr name and dell you put up some of my full rants.