I have never experienced any problems. Might I suggest you set up wire transfers with them? You can set it up where there is no cost from your bank, or from ETrade, if you're willing to let it take 3 days for money out and a week for money in (though they call it a Quick Transfer - but it is totally free). Of course you can request immediate transfers, for which ETrade charges a whopping $25. But I bet they'd never lose it again!
FWIW,
SGE