I used DX and KD to try out several types of lights cheaply. If I couldn't decide between two lights I bought both. I knew it would take a month to receive them and therefore didn't expect anything else.
I realize at those prices that some lights may need a little tinkering. I also ordered a few parts while I was at it...o-rings, lenses, replacement switches. They were all inexpensive. Once you order a few lights and have a few parts including 18650 batteries then if something isn't perfect you can more or less fix it yourself.
If something like an emitter burns up the first time you turn it on then queue up in the customer service line and it will be annoying but you will get your money back. If it's cheap enough I'll just take the loss rather than the hassle.
Eventually however I got tired of every light (unless it's single mode) having strobes and drop-ins that don't have a true low. So I ended up buying the P60 bodies and batteries and any other supplies that I needed and started buying my drop-ins at a higher price in the US from SBflashlights or GoGear or Shiningbeam and getting the part in a few days and getting drop-ins without strobe and with a true low.
Anytime I want to try out something new (angle light for instance) I go back to DX. It's a balancing act for me. I still don't buy the name brand expensive complete flashlights as they offer nothing that I'm interested in at that price.
I would like it if more DX lights had a rotating ring to control brightness rather than a tail clicky switch. It is annoying reading the product descriptions and specs knowing that they don't make sense in most cases and those writing the descriptions don't even know what they are writing.
I'd never buy a headlamp from DX for instance. I need that to be a better product. That's just me. My main dive light I did buy from DX. My throwers I either bought from DX or made from parts from DX.
I just look at them as another option. When you want better communication with the seller or a quicker return policy go to REI. When it's parts or when it's not something you're all that picky about go to DX.
I'm glad we have all of these choices. I wouldn't have a HS-802 type thrower if I had to pay $150 for a branded version in a U.S. store (because I don't care about them that much). I wouldn't have the fun of taking lights apart to customize them if I paid a lot for them in the first place. DX has been a good thing for me you just have to realize where it fits in among all the choices available.