I've been buying items on ebay for a few years now. I've found some really good deals and I've also wasted money on some incredible junk. It's easy to overspend and get caught up in auction fever or in buying a ton of cheap (price and quality stuff) that adds up to a lot of overall money with little to show for it.
Living in a very remote area, I have gotten catalog and now Internet shopping fever a few times. Additionally, shipping prices due to my location can be horrendous. It's best to research what you are looking for carefully and WAIT and think about what you want. Don't just start clicking on things, wait a day or two to see if you really want that item - avoid impulse buying.
I recommend ebay for really cheap electronics buying, usually computer stuff like ethernet cables or some such. I also have found a few really good ebay stores for knife and gear sales. Sometimes the shipping is good, sometimes it isn't good, but they have a good selection of items that I like and they WILL ship to me. It can be very frustrating, living in a remote part of Canada, to come across items I like and be unable to buy them. Even sites that claim they will ship here and provide me with price quotes will often cancel their orders.
For most of the junk crap, you go to whoever is cheaper. It you're spending some real money on some quality blades, you want authentic items and you don't want to be jerked around.
Some stores I recommend:
Merry Outdoors - very good shipping prices to Canada, a decent selection of knives for good prices, several items purchased no problems.
The Sharpest Store On The Web - a very well known and large store, mostly use it for knife sales. Excellent selection. Prices are OK for Canada, you'll have to contact for a quote, better to get a few items or the shipping may not be worth it. I've never had problem with them but they didn't respond to my last price quote request....
Wholesale Knives and Swords - located in Canada, a real plus, you can avoid the occasional customs charge. Has a good knife selection and has some of the more unusual weapon items that collectors enjoy. I've made a few purchases, no problems.
Rnkcity Outdoors - larger store, lots of great knives, good shipping, no problems. They also sell Maxpedition items for good shipping+purchase prices. I've bought a lot from this store, no problems.
EzeeDeaL - they do sell knives but I often go there for non-knife items, usually for Maxpedition items. I've bought a lot from this store, no problems.