I've had good experiences with Lone Star (
www.mycomicshop.com). Fast service, good preorders, quality shipping and a searchable database.
Now that I've found a brick & mortar out here, I haven't used LoneStar for much other than filling in back issues, etc.
I'm sorry you've had such bad experiences: my local place is awesome. They've held stuff for at least a month for me, call the day they get stuff in for me, and know me by name (the fact that I'm just about the only female who goes there alone kinda helps).
Obviously, I'm in no way affiliated with Lone Star Comics. Just had good experiences.
HK, hrm. Not feelin' it today.