I know eBay has a lot of flaws and problems, but it's eBay all the way for me, and once in a while Amazon. I always check a seller's feedback before making a purchase, and overall, eBay and PayPal do a good job and protecting you if there's a problem.
The only exception the past couple years was a refurbished PC Engine Duo I bought from a guy on the PCEngineFX forums who's a pro with those systems.