Dealt with them once and returns were fine. However personally worry about buying a helmet as you never know if it's been returned after being mishandled. The same risk may also apply to a shop helmet but I always thought that shops did not accept helmet returns.
I've bought helmets and other gear from them. It's no problem if things are the wrong size as the returns system and customer service are both superb. I happily pay a bit more to them than, for example, an eBay seller because of the service. I don't work for them by the way!!
I think (in past years anyway ) you could get a £10 voucher just for having an insurance quote from MCN. Or was it after you took out the insurance or was it a different bike shop Anyone !