I tend to only shop at specialist retailers, eg: UK DVDs - http://www.play.com US DVDs - http://www.dvdimport.com Printer Ink - http://www.pricestorm.com PC Hardware - http://www.ebuyer.com Electronics - http://www.maplin.co.uk Flash Memory / Rechargable Batteries - http://www.7dayshop.com ...and so on.
I like ebay as well, there are a lot of scammers there, but i always got a good deal, prices that are lower than anywhere. You've a lot of variety there as well.
I've heard this all too often, but I've bought from there well over 100 times (even a $3,000 dollar purchase) and never had a single problem using it, not even so much as an attempt to be scammed.
There are some scammers there, i was duped off $800 in a single purchase, actually there are a lot of hackers there. Some guys hack into others profile and sell stuff using their name and run off with money, this is what happened to me once. Always be alert when you see a guy suddenly start selling iPods or high tech phones, while the old business was selling some old coins or small stuff not worth more than $10.