Everyone has different experiences with each vendor. I've had good experiences with HobbyKing, Banggood, and even eBay.
I've had a few problems but they've all been worked out. I've even purchased a fair amount via AliExpress but I don't really recommend that to beginners because AliExpress is like eBay, a site where a lot of small (and some large) sellers list items. You can get really good deals but you never really know who you're dealing with.
On eBay you try to get the seller to fix whatever problem you have and if they don't you escalate it to eBay CS. They've refunded me the couple of times I've had a problem with a seller. I've been on there since Dec 1998 and never had a problem that I couldn't get the seller to resolve or eBay customer service to refund.
HobbyKing sent me a $70 transmitter (TGY9x) that had one switch that didn't work reliably, I sent them a 30 second video of it not working and they sent me a new transmitter, the whole thing. They didn't want the old one back so I spent 36 cents on a switch, 20 minutes taking it apart and replacing the switch, and have a free (actually 36 cent) transmitter. I know other people who've had bad experiences and hate HobbyKing. As with all sellers it varies.
Banggood ships from both China and the US, they have a warehouse in California. I've gotten a few bad items from them but they've replaced them after seeing a video. For some reason all Chinese sellers seem to want a video of the problem and then replace the item. If you pay with Paypal you could get them to refund if you couldn't get satisfaction from the seller.
As you've probably guessed by now, I buy a lot online, almost everything but food. One thing I do on eBay is run a search and then click "within 100 miles" in the left bar and see what nearby US sellers there are. Then I try with US only. There are several big fulfillment centers that eBay sellers use that are in Northern NJ and get things to me in central NJ within 2 or 3 days.
Late night and boredom have made me run on a bit, I think I'll quit typing and go to bed...