I've done that quite a few times. Bought my printer, monitor, few other bits and pieces from them. It is nice to have the comfort of knowing you can return something without having to worry about costs of post & packing to return it etc....
Still have to be careful though as they're usually still more expensive on most stuff (particularly if you can get free P&P from a well known online retailers due to use of these forums....) but PC world often has internet offers that bring the price down to what it should be.
Worked out well the other week when I tried to buy some creative speakers from them (T20's). They had a high pitched whine coming from the left speaker, and I could take them straight back. To be fair to PC world, they let me try a second pair and when they had the same problem, there was no argument and gave me the money back - they didn't even want to listen to them and took my word that both sets were faulty.
I have no doubt that they rip most of their customers off, but I for one wouldn't want them to disappear.