http://us.service.lego.com/en-US/replacementparts/default.aspx
The service provided by TLG is very good. I have a 'wheel' missing from my Tower Bridge and a 2x3 light grey from my Death Star. (Separate cases) They were shipped for free and it took about 2-3 weeks as promised for them to reach Indonesia. There were no questions asked, and they didn't ask me to prove anything. I actually fear for the TLG that the system might get abused. I'm not sure if rare parts are replaceable, thankfully all that were missing from my sets were common ones.
That being said, I believe prevention is better than cure. I think the missing part monitoring system needs to be adjusted. From a Lego documentary that I watched, it seem that they rely on weighing the sets to ensure that nothing is missing. But the result is a lot of extra, unnecessary useless parts while there still is a possibility for a missing part.