I've used play.com quite a lot, and they're petty good. The only problem is that they're based in Jersey, which Germany considers to be a third-world country for tax purposes. That's typically okay for DVDs, but games are going to get expensive.
I've only once had to go and pick up a DVD from the post office. I'd ordered 3 DVDs, 2 of them arrived okay but the third never turned up. I thought I'd lost it in the post, but a couple of weeks later I got a slip of paper telling me to come pick it up. The bloke in the office asked me what it was, and I said "It's a DVD, like it says on the front of the package". He asked me how much it cost, and I said "£13.99, like it says on the front of the package". He asked me if I had an invoice, and I said "It's inside the package". So he opened it up, did some typing on his calculator, muttered a bit, gave me the DVD and told me I could go. Didn't have to pay anything - just waste a couple of hours travelling to the other side of Munich and back.
I don't really use
any order systems any more, because (and perhaps I'm just unlucky) packages really do seem to go missing very often here, or get sent back to the sender without me being told about it, and I just don't want to risk it. Instead I just stock up on stuff when I'm back in the UK.
I'll probably just put GTA:SA on my xmas list