About to order all the parts for my build...are any of the extended warranties newegg offers actually worth it? It would add up to another few hundred $$ which I definitely won't do but I also don't want to get screwed if something has a really bad policy..so I guess I'm just asking if maybe there's a specific part that it's worth getting for?
Depends. If it's a pricey component that doesn't come with a very long warranty (i.e. days, not years), possibly. I don't think it's really worth it though. Most parts will come with a decent warranty anyway.
If i can 3 good years out of it, I'd be happy and I doubt I will upgrade parts within the 3 years unless its really, really needed...I'm ordering everything from newegg...I thought (at least from reading and people complaining a lot in the reviews) that everything only had a 30 day RMA (not sure what this even stands for but I thought it meant 30 day return policy) ?
The RMA is simply the return process. The 30 day window means that after 30 days, Newegg won't do anything for you. Instead, you'll have to work through the manufacturer.
Most people here don't really pay attention to the reviews. Most user reviewers shouldn't be trusted with a pointy stick, much less expensive computer hardware. The majority of complaints have nothing to do with the actual product, and if they do, the errors are most likely due to the user.