I used Tesco Direct regularly (every week) for several months, and I feel somewhat ambivalent about the entire process.
General comments on delivery service
On one hand, it is convenient to have one's shopping delivered. Although Tesco charge for delivery, their delivery is often (although not always) cheaper than Sainsburys' if you are a smaller household (i.e. spending less than £40 on one shop). On the flip side, Sainsburys give you a one-hour time slot, rather than a two-hour time slot, which Tesco gives. I have found quite frequently that Tesco delivery quite close to the end of the two-hour time slot, which can be somewhat irritating. In addition, they have a rather mixed bag of deliverers. Some are aggressive and terse, while others are very helpful and kind. Additionally, and perhaps most importantly, Tesco just don't seem very reliable. Very recently I have had a delivery not be made because the van was "stuck in traffic" - the called me half an hour after my two-hour time slot closed, meaning I'd been waiting restlessly for the delivery for two and a half hours! The person I spoke to asserted that I would be able to go online and rearrange my delivery for a different day. This was not the case. Instead, what I found was that they had marked the undelivered shopping as "delivered" and charged me for it!! I then had to call Tesco's "customer service" line and listen to the skeptical person on the other end tell me that they'd call me back about the issue. I would say that it was to their credit that I received £25 worth of vouchers for the non-delivery. Of course, that neither compensates for the inconvenience, nor genuinely assists me, as in order to take advantage of these vouchers, I have to use the online system and pay them another delivery fee!
On the positives, as a general rule, most grocery deliverers will bring your shopping right to your fridge, which can be very helpful, and Tesco is no exception.
I believe that Tesco have a broader range of coverage than some of the other supermarkets. Living in Central London, I have found that Asda does not deliver to me, while Tesco and Sainsburys do. The Tesco address database seems to be a little hit and miss, so it may be useful to take advantage of their "Additional Information" section if you live in a flat/your street is a small one/your house is hard to find.
Products
Quality of products is another problem that I have with Tesco. Firstly, they do (presumably deliberately) provide you with items close to their sell-by dates, which may be inconvenient for you if you're shopping just once a week. This is especially a problem with ordering fruit and veg, as you obviously have no control over which piece is put in your shopping, and you may end up with a surprisingly small onion/very bruised apples/etc. Additionally, if you are purchasing frozen goods, the very long "delivery window" will mean that your goods have a high probability of being partially defrosted upon delivery.
As far as the range of products available goes, I have found that substitutions are quite frequent, but at least Tesco has a process whereby one can specify what should be substituted and how, unlike Sainsburys.
Therefore, the very large range available on the Tesco website might be disappointingly misleading, unless you are prepared and diligent about letting them know how and when to substitute.
Website
I find the website quite poorly organised if you are looking for a particular product, as the headings given are not always exceptionally useful. Their search engine feature is also poor, and I have had to submit several comments via the "not what you were looking for?" feature. Hopefully the search engine will improve, but until then shoppers may find the process quite laborious until they have built up a comprehensive "Favourites" list.
Vouchers/Clubcards
I have a Tesco clubcard, but have found that while some of my through-the-mail vouchers work on the website (e.g. "£5 off"), others do not (e.g. "50p off eggs"). This might be disappointing if you suddenly find, after spending a long time on your shopping basket, that you cannot use your vouchers. I have not tried to use the evouchers that Tesco issue because the website crashes every time I try to switch from "in-store" vouchers. This may be related to the problem with some vouchers not being accepted by the website, but I haven't found any particular information on it.