I've had mostly pleasant experiences with vinyl sellers, so my worst so far is an ongoing transaction with Respect The Classics. I bought a few (in-stock) albums from them three and a half weeks ago, got the confirmation email, about a week and a half later I noticed that I hadn't yet received an email notifying me of shipment. So I send customer support a quick email asking for a tracking number, about three days later I get an email saying they'll "probably ship it in a couple of days." No apology, no explanation, all of the items are still in stock on their website. Immediately followed up with customer support asking why shipment was taking so long, still haven't gotten a reply after a week and a half, and still no tracking after three and a half weeks.
I'm not worried since it seems like this is a company that does a fair amount of (reputable) business, mostly just annoyed at the very poor customer support.