Where are you buying them from? I know a few of us have had problems with the odd supplier but most I have dealt with have been fine. It depends on what you are looking for but Babykind.co.uk twinkleontheweb.co.uk and kittykins.co.uk are well known online shops and have always posted out to me very quickly.
i've had probs like that in the past with twinkle...been sent order bar 2 items, with a note that they are not in stock and will post when are. i was really pissed, but they did apologise...apparently it was when they were moving warehouses or something