I just bought from Bikesdirect.com recently.
I've never put together a bike before, but I consider myself mechanically inclined. I went into this purchase knowing I'd have to guess my own size, put together the bike myself, tune it myself, fit it myself, and inspect it myself. If you're not handy and want to skip the work to go straight to riding, you should consider shopping at the LBS. Your bikesdirect.com purchase should go off without a hitch, but it may not. Can you handle that?
Overall, I'm satisfied with my bike and the service at bikesdirect.com. It's my first cyclocross bike, so I'm not going to notice what I'm missing as far as superior frame technology or whatever. But if/when I'm ready to move up to a high-end racing frame, I'll appreciate it that much more.