I've been using Peapod for about six months now with generally good results. If I were grading the service, I'd give it about an 85%. The problem, if you can call it one, is that sometimes they're running late and miss their 2 hour window for delivery. The delivery guys have always been polite and helpful, however.
I've not tried Safeway.com but haven't heard positive things about it. I might try it just for comparison purposes one of these days, though.