I have booked through Expedia a few times, and the Disney confirmation number usually appears in the Expedia itinerary after 3-4 business days. Once it does, I don't have any problem linking it to my Disney account. You should also be able to link tickets purchased from an outside vendor (you might have to select the "other" option). It is true that Disney won't talk to you about your reservation - you have to go back through the company you booked through.
I have never been treated any differently, or felt that I was given a room in a poor location, when I booked through a TA, whether an online one like Expedia, or a Disney specialist such as those advertised here on the DIS.