[r_c_a_d_t_s]

I've only had one missing piece and that was in a 3696 piece set. Luckily it was non-structural so we could finish building it. Then we went on the Lego website - you can report missing pieces and they will send you a new piece in the post - it took about a week to arrive. Which was fine... I guess if it had been a structural piece we may have been less impressed.