I have never bought from SE but that wasn't because I don't trust them. They have been around a long time and sell lots of equipment. It was just that their price wasn't so special for what I wanted that it was worth the potential slight hassle.
I buy from Crutchfield, ebay, Amazon, and a few other places. I am more than willing to buy good equipment used, especially amplifiers. Both of the 4 channel Alpine amps I have in my Ridgeline were used and bought on ebay. The headunit came from Crutchfield because I wanted the dash kit, the "how to open the dash" instructions, and telephone support if I needed it. I tend to buy speakers from non-traditional places (like Parts Express) because I think most autosound speakers are too expensive, overbuilt, too blingy, and overhyped.