You're full of it... I have a buddy who bought a cyclocross bike from Bikes Direct. The bike arrived in perfect shape and was easy to assemble. We stripped it down to the frame, but didn't find any assembly errors. Having never used STI levers before, my ham-fisted buddy managed to break one of the levers during the first week of ownership. He called BD and they sent him a brand-new lever as a "warranty repair" even though the damage was most likely his fault; he had the new lever within 4-5 business days. That's better customer service than I get from my LBS!

If you know what you need in terms of components and bike fit, I wouldn't hesitate to buy a bicycle from bikes direct. I've heard that they occasionally have problems with bike assembly (e.g. not greasing parts that need to be greased) and customer service, but as I said: we didn't notice any problems with the CX bike.