Pros
The best thing about working at PC Connection was the technology (I work in IT). They do a pretty good job of keeping you technically current and using mostly current tools and IDEs. (Some companies will balk at upgrading to a new technology). The company isn't very big, and operates pretty lean...so your contributions can seem to have impact. The group I was in also maintained external applications, which was a nice change from the intranet applications I've spent a number of years working on. While PC Connection doesn't spend much on training, they *do* allow developers to attend one conference a year...which was nice. My group was great - my manager was really supportive and would shield the developers from most of the office politics.
Cons
Surprisingly, in a company of this size advancement can be glacial. Some days I felt as if I knew as much as the senior level developers in the group. Annual increases are lower than inflation and rather unimpressive. My group would rotate being on-call 24x7 - the differential was almost laughable and way out of line with what other companies offer. Outside the sales organization, there were no bonuses or other incentives. There are also a number of raffles, contests and other incentives offered to the sales force but not to the rest of the company. This leads to a feeling of inequity with the "outsiders."