Mail order food: yay or nay?

A co-worker swears by Omaha Steaks but I can't bring myself to try them. I just flipped through a food catalog from Pfaelzer Bros. and have a Chesapeake Bay catalog to look at next. I've never order food from catalogs (except for cookies that I sent as a gift one year) so I'm curious if any Serious Eaters do so on a regular basis. If so, what do you buy? What was your worst experience? Let's exclude specialty ingredients- spices, flours, chocolate, etc. this time- that can be a topic for another post!