I've generally had good experiences with basic ordering and returns (Nordstrom, J. Crew, BR/Athleta/etc.), though I'll second Diana about the annoyance of Anthropologie running out of stock of certain items by the time they get around to shipping. (They also have pretty high shipping costs.) On the positive side, they don't have a time limit on returns. Ann Taylor has a high minimum for free shipping and seems to be a bit slower than the others.
One retailer whose return polices *do* annoy me is Shoebuy. They'll pay for return shipping, but only for one package. Which wouldn't be a problem if they shipped everything together, but they have a habit of shipping in multiple packages, so I have to go out and buy boxes for returns (and shoes need *big* boxes). I have to try to remember in the future that if I'm ordering more than one pair of shoes from them, I should order them separately.
I just tried my first orders from Boden -- liked the products, didn't like the shipping time and delay for return/exchange processing. I ordered a jacket, had to exchange for a different size; they sent the wrong one; I had to send it back. Almost six weeks later and I still haven't seen the return acknowledgement for that one -- hm, I should probably try to track that package. But they nicely already sent a replacement for it because stock in my size was getting low (I love the fact that they show "low stock"). The replacement hasn't arrived yet and I can't track it because it's being sent from the UK, but I'm hoping that third time's the charm.
I too am an Amazon Prime fan but I generally don't order things from them that I might need to return.
ETA: Retailers who've been shipping in multiple packages: Anthropologie, Ann Taylor. Boden when they're coming from different countries. I can't remember, but I think Nordstrom *may* have split an order of mine once. I expect J. Crew will be splitting orders if they're now shipping from stores.