I use amazon, and have done for the last 18 or so months. I get 4 DVDs a month (2 at a time) for £8. I've had a couple of DVDs that didn't play very well, but Amazon quickly swapped these without any fuss, I've also head one disappear in Royal Mail somewhere, again Amazon popped another in the post without any complaints.
Might not be the cheapest but I've no complaints!!