I only buy from known reputable sites. If it seems way too good to be true, it probably is. If it's a site that I am unsure of, I always check 
ResellerRatings to see what has been said there. 
90% of my online purchases have been from Newegg.com. They have the most outstanding customer service I have ever come accross. They specialize in PC stuff though. 
I have purchased stuff from 
6 Ave Electronics and have found their service to be very good along with 
Crutchfield. I have also purchased from 
Etronics and have had no problems there. 
B&H Photo, 
AV123, and 
OneCall have good reputations as well but I have never purchased from them. 
Ascendant Audio has become my source for DIY sub/speaker drivers. I am highly impressed with their products and service.
Of course there are many reputable sites out there. As others have and will say, do your research. 
