You can be unlucky and get a faulty part no matter where you purchase from. What you want is some indication of how a retailer will deal with you in the event that the unthinkable happens to you.
I have bought from MSY and PCCaseGear many times over the years and found them both to be really good. I have returned faulty items under warranty to MSY and never had a problem. From talking with people on this website and others, some MSY stores are better than others from service & stock availability perspective. Having said that you don't have to look too far to see them copping a lot of heat in online forums. From reading into many of those posts, I think the main problem with MSY is that they sell a lot of absolute rubbish parts a long side the good stuff, which is bound to cause problems. If you know what you're looking for you should be fine.
So post up your list my friend so you can get busy with ordering and building.
If I didn't now deal with MSY so often now, and was a complete new comer, PCCaseGear is probably a safer bet, but keep in mind you'll have to pay to ship/return any items even still under warranty. If you live in Vic and can pick up from PCCaseGear fine, but shipping a full build is going to cost you $60-$120 depending what you order and where you live.