Last time I made heavy use of Digikey was in Australia and it worked really well. I'd order on Thursday and it would arrive by ~Monday, which was pretty awesome. You're right shipping, I remember correctly, was $20-$30, but on $200 of parts it was a small cost.

But as I said, this was done in my professional life, so I didn't blink an eye at it. Hobby world I get is different, but also the cost is frustration as opposed to 1000s, 10,000s of badly built boards.