I used to preorder pretty much all the new DVDs online, either from Amazon or Buy.com or (and showing my age here) Reel.com. I quit using Buy.com because they became incredibly slow in shipping things even when they were in stock, and were even more difficult to contact for information on an order in the first place, not to mention the fact that you could not cancel a preorder for any reason at the time (it may have changed since then). Reel.com was the etailer that I was partial to, since they had great prices, a great interface, and a great selection, but as is the way of the internet, they faded away and I think even became a part of Buy.com after a year or so away from the net.
Amazon has always been good about shipping things for me. Even if I get something shipped at the slowest speed, it will still usually make it to me in three days since, relatively speaking, I live fairly close to one of their major distribution centers. I've never had an Amazon.com package arrive later than they said it was going to, and in most cases, it arrives a day or so earlier than they said it would. The only problem with ordering the Trilogy from them at this point would be that it would most likely not ship until Monday, and unless you got overnight shipping, it would probably not reach you until the day after it had been released at the absolute earliest.
Just to chime in here on two other etailers of choice, at least the ones that I use from time to time: Deep Discount DVD is a good place to use if you're not wanting something fast. Their stock status is kind of ambiguous (many times have I ordered something from them or their sister site Deep Discount CD that is listed as "in stock" all the way through the order only to get the confirmation email where it states "backorder-ships in 7 to 10 days") at times, but it's free shipping and the lowest total online price guaranteed, so if you're in no hurry to get something, that would be the place to go if you're on a tight budget as I am.
My etailer of choice for everything (DVDs and CDs) is DVD Empire. Great customer service, super fast shipping (same day in most cases on in-stock items), great prices, low shipping costs, plenty of shipping options, and preorders are shipped early enough, even with the standard media shipping rate that they will still reach you on the day of release. I ordered THX-1138 through them on Monday two weeks ago, it was shipped that Friday morning, and was waiting on me in my mailbox on Tuesday when I arrived home from work. I have never had a problem with them and recommend them very highly.
Just to give an example of how cool DVD Empire is (even though I know this thread is about Amazon), I bought the two-disc Director's Edition of "Red Dragon" from them last summer. I got the set in the mail only to find that disc one had a huge scratch on it that prevented it from being played. I called them and they sent me a prepaid UPS label to send it back to them, no questions asked. I got the replacement about a week later and the second disc didn't work (pixellation). They again sent me a UPS sticker, no questions asked, and I got a perfect copy from them a week or so later. And even though neither was their fault, they still apologized profusely, and that's why I continue to give them my business.
As for buying box sets through the internet, that's something I try to avoid when at all possible, especially with 20th Century Fox TV box sets that come in the digipaks. There's too much of a chance of the hubs breaking and the discs sliding around and getting damaged these days, or finding out one disc of the four/six doesn't work to go through the hassle of sending the whole set back in order to find one working disc to replace one faulty disc.