The modern builder rarely buys everything from one place. Most enthusiasts use to find the lowest prices, then split their order between Amazon for the easy returns and Newegg or B&H for the more specialized components. If you have a Micro Center nearby, that should always be your first stop for the core "brains" of your computer.
Though the name suggests cameras, B&H has become a favorite for PC builders. They offer competitive pricing, excellent customer service, and a website that is free of the "marketplace clutter" found on Amazon or Newegg. They are particularly reliable for high-end monitors and storage.
Amazon’s greatest strengths are shipping speed and its return policy. If a component arrives "Dead on Arrival" (DOA), Amazon’s return process is often more frictionless than specialized retailers. However, you must be wary of third-party sellers; it is crucial to ensure items are "Shipped and Sold by Amazon" to avoid counterfeit or used parts labeled as new.