One huge advantage of taking this route is the excellent customer service Apple provides. I have never experienced any delivery issues. They promptly send the tracking info and from there is all up to FedEx which has been great in my area of the country.
I had to pay sales tax on my iMac that I bought from MacMall. Like simsaladimbamba said, buy a refurb from Apple. They honor the same warranty as new units and put the devices through a thorough inspection before re-selling the devices.