LOL most of you are just picking on the OP. It's so easy to call someone a cry baby when they're venting. I bet most of you (jackasses) would flip your lid too if you were in his situation.
OP, if you paid by credit card, contact them and file a claim. If you paid newegg for a service they failed to deliver on, you're entitled to a refund. Whether or not the parcel carrier is swamped due to storms, the holidays, attack sharks with lasers on their heads, is completely irrelevant. That's not your problem.
Your job as a customer is to pay for what you want. The job of the seller is to give you what you paid for. Just ask newegg if next time you place an order you could maybe pay them $30 less than what the total is, see if they'll ship your order out.
If they expect full payment, then you expect full receipt of the product and services for which you've paid. People always say to me I need to be more understanding when a business I deal with fails to deliver on their promise. When you screw up, you compensate the customer in a tangible way--"We're sorry for the inconvenience" just doesn't cut it.