Problems with their low cost shipping option which involves the USPS and UPS. I have also had worse problems, with the FedEx-USPS combo shipping as well this year. Other problems with Midway: constantly out of stock on items, additional shipping charges on backorders, their discontinuance of monthly sales flyers, etc. I have cut down from nearly a monthly order to one or two per year.
FWIW, I have had past good experiences with Midsouth, Wideners, Brownells, and Grafs and Sons. I would probably have ordered more reloading components from all of these sources but constant shortages have led me to purchase my ammo for the last two years and simply save the brass until shortages end. I am currently not using my stockpiles and waiting out the inevitable drop. Only issue that bothers me is the shortage of .22LR so I have simply quit shooting those guns--I won't pay near centerfire prices for rimfire.
Fortunately, I have rarely bought ammo online during the last two years online. Instead, Academy, Cabelas now, Bass Pro, WalMart, and some local LGS megamarts, have as good or better prices.