Depends on what you are getting.
If you are looking for art, unique gifts and fashion and just cool stuff in general - then try www.etsy.com it's basically a whole mass of privet stores by artists and craftster, shopping there means you are supporting small businesses and not buying chain store stuff, which mean you'll usually get one-of-a-kind items, the prices are surprisingly low.
For more mass produced stuff I usually go for Amazon - I shopped there many times and had very few problems.