We have received high quality professional service from BA when a flights booked through BA were cancelled, changed, or arrived too late to make a connection. We have decided that this service, and the peace of mind that comes with it, are worth several hundred dollars for us.
There have been times when we accepted the risk and purchased tickets through third parties to save hundreds or thousands of dollars. Expedia is safer than most third parties, and flights scheduled in a week or two are less likely to be cancelled or changed, but we would not recommend it for a small savings.