In my latest order with Newegg UPS managed to to damage my graphics card box, but not the external box... At least it didn't hurt the GFX card. Oh well, I still go with the cheapest shipping, I'm not made of money and don't really care that the stuff gets there the next day. Of the 2 orders I've made, one box of one order (had 2 boxes) made it in 2 days w/ 3 day shipping, the other box and my most recent order made it on time in the 3 days, everything in one piece.
I've ordered many things through newegg, can't say I've ever had one even have the box damaged in shipping with UPS or FedEx when they were the newegg shippers.