Depends on where you are getting it from too. I am in week 5 of a shipment via snail mail from the Philippines.
It's half way around the world. It takes time. Period.
Best way to avoid heartache is to ask allot of questions prior to shipping so you understand if it's in stock, shipping times etc as best you can.
I know it's hard. I get the whole "OMFG I WANT IT NOW!" rush and have clicked the buy button before knowing the whole story.
I have been lucky in that I have only done that with good people.