Shipping

Internet shopping from Luxembourg (electronics, photo, computers etc.) is possible despite very limited local offer. OK, some of the street retailers here sell via Internet: HIFI.lu, Exell.lu (branch of Belgian company), Auchan.lu (French by origin) but thier offer is not really up to expectations. [Edit: check Darty.lu...]

To have more choice you have to count on shops shipping goods from other EU countries (or else), but you need to verify if they actually send stuff to Luxembourg. From my observation I have composed a small list (updated slightly):

• Amazon.co.uk - DVD, books OK. Electronics too! I guess most of other stuff as well (including affiliated sellers). No DVD rental by mail.
  
• Amazon.de - worth a try :) I will have to check French Amazon as well.
• Pixmania.lu - OK (ordering a gift to other country was possible but not really straightforward). There were website problems (early 2009), but maybe I was unlucky.
  
• Beamer24.de - OK but payment only by bank transfer.
• LDLC.com - OK - also only bank transfer. Shipping significantly more expensive than e.g. Pixmania.
  
• Dell - possible. Currently I do not know the details but you can start with Dell.lu, Dell.be or .nl and as soon as you have ordered a PC it's worth calling them to work out the details that were not possible on the website (change parts, extras and price).
  

On the other hand, you won't get anything shipped to Lux from: LDLC.be, Grossbill.fr, Materiel.fr, FCC-informatique.com, and many others ;) Which actually could. So far the free movement of goods and services in EU is not the same as free trade within US - from the Internet shopping point of view.