In short: "Trust Your Peers".
Here is a question that will help answer your question:
Do you ever buy on eBay? If you do, how do you decide wheter the seller is "safe" to buy from or not? Right, you check the seller's rating by other buyers. As a rule-of-thumb, a seller with positive rating higher than 90%, given by more than 50 different users, is most probably safe to buy from.
The same applies to any shopping site - check how that site is rated by other users, but make sure that the rating site you are using for rating-checks is a reliable one with large amounts of users. For that matter, some very good sources are Epinions.com, bizrate.com, yahoo shopping, CNET shopping and more.
If you will not buy from a site just because you didn't hear about it, you may be missing out on very good deals. So find a couple of good rating sites that you trust, and then check how your potential site is rated by your peers.