<font color='#000000'>Note: After writing the stuff below, I saw the line about buying outside of your country; on checking your profile I see that you're in Romania. Much of what I wrote about specific sites and companies applies specifically to North America, unfortunately. But the general cautions about cash sales, fraud etc. still apply. I would be *very* cautious of international sales no matter where you're from. Familiarity with the commercial laws of both your own country and the country of the seller would be a necessary first condition. What protections are afforded and what recourse do you have in the event of fraud? Must you seek redress from the courts of the seller's country, or are there reciprocal agreements that allow legal remedy in your country? If Romania has become a member of the EU (forgive my ignorance) maybe there are such legal agreements in place with other EU countries? These are the questions to answer first if you are contemplating international purchases.
If any of the American companies that make and sell new equipment (not the online auction or classified sites) I have mentioned below offer sales to Romania, you can rest a bit easier with them I think. No doubt there are also reputable companies of that sort in Europe. Seek them out.
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If you're talking used gear, eBay certainly has its issues with less- than-agressive fraud protection and enforcement; that being said I got a nice used Adcom power amp on eBay at a good price, and have bought and sold other non-audio items there without incident. Seller feedback is not an infallible guide there, alas; scammers have found ways to fake positive feedback.
There is a dedicated high-end audio gear classified site called Audiogon (www.audiogon.com) that seems to be well-run. [People from all over the world sell there. Again, be cautious of international sales unless the seller is in a neighboring country and close enough for you to go there and check out the goods in person.] A lot of high-end types appear to change gear the way normal people change socks; with the crappy economy they seem to have been joined by people simply dumping gear for ready cash - at least, it's been a buyer's market there lately according to a friend who sold an expensive amp at a loss a couple of months ago. Good place to pick up even late model high-end (and "mere mid-fi" gear too), with bargains to be found via diligent searching and comparison shopping. As always, caveat emptor. When buying via online classifieds and auctions, NEVER pay cash or its equivalent, i.e. cashier's checks or money orders. If the seller insists on cash run, do not walk, away, with the possible exception of small dollar accessories where you can afford the loss if it goes sour. Always use your credit card if buying from a dealer who offers the option (the card companies are an ally in cases of fraud), PayPal, or use a reputable escrow service. There are escrow frauds too but I haven't used an escrow so I haven't looked into it closely. Perhaps others can offer advice there.
As far as new gear, there are reputable makers and/or retailers of quality goods who sell direct via the Web and/or by catalog. Outlaw (amps, recievers and electronics), Ohm speakers (makers and popularizers of the famous and justly admired Walsh driver-based exotics - quite reasonably priced for "exotics" - since the mid-70s), Cambridge Sound Works (good speakers from entry level bargains to pretty expensive, many designed by the legendary late Henry Kloss, as well as name-brand electronics from Onkyo etc.), and ATI (powerful, reasonably priced and well-engineered amps & preamps) are a few that come to mind.
To research the potential pitfalls of online classifieds and auctions, and how to defend yourself, you could start with a Google search of "eBay fraud". MSN, for one, had a good article on their site which should still be archived for retrieval.</font>