Never special order anything, they mess it up 90% of the time. They may be good for a homeowner who needs a faucet or lightbulb, but as a General Contractor, i don't have the time to go through all their lines. A regular lumber yard has you in and out in a matter of minutes, here it typically takes 1 hour to do a simple thing, and up to several hours if you have a complex order. The quality of materials is also generally poorer than a local lumberyard. The advantages would be their variety and open hours.
Pros: variety, hours
Cons: service, access to goods