Well, guess Newegg is losing a long term customer. The entire purpose of places like Newegg and B&H is to offer a slightly higher price in exchange for superior service and selection. If they're comingling inventory, there is no point to go with Newegg over Amazon.
Micro Center is nice if you live near one. The closest one to me is about an hour and a half away and the city I live in has no other computer parts stores. The mom and pop shops are all repair shops, so if I need, say, a new video card or want to buy a new processor I have to order it online, get lucky with Best Buy randomly having it in stock, it or drive the hour and a half to Micro Center.
I haven't had trouble with Newegg, but I think the last thing I bought there was a RAID controller, and that's been a year or two ago now. Mostly I prefer Micro Center these days, and mostly that's just because they opened a local store so I can just go there. That said, I've never had problems with gray market or counterfeit stuff ordering from Micro Center online, so if you're uncomfortable with Newegg and Micro Center can ship to where you are, they're who I would first recommend.