I bought recently from buydig and had no problems so hopefully your experience will be the same. I saved $200 over the stores on a Minolta DiMAGE A1 (Savings were the same for the Cannon coolpix 5700 I was also considering). The more the camera costs - the higher the savings seem to be. For a camera in the $300-$400 price range you can probably save around $100. For a camera in the $800-$1000 range you can probably save around $200. You have credit card protection and the manuf warranty so I believe it is well worth the savings. You also save sales tax (if you live in a state that has it).
The only thing to be careful of is just because they have a MUCH BETTER PRICE on the camera doesn't necessarily mean they have a better price on any accessories.
buydig was rated great buy bizrate and pricegrabber.