for shopping, I buy a fair amount from amazon vendors (for books and similar items, used is a far cheaper option than new) -- I like the "feedback" option, and in my experience, when the product arrives there is generally a note from the vendor asking that they be contacted (rather than giving them a negative rating) if the product doesn't meet expectations - this tells me they'd probably be good about refunds or exchanges if need be. I've never had a problem w/dozens of purchses made in this way.
Other than that, depending on what you're looking for - I'd go w/ vendors you trust -- eddie bauer, lands end, etc. For women, talbots has great sales online.
buy with a credit card, and if the item is not what you expected & vendor cannot be reached or will not accept a return, visa or mastercard can be contacted and will mediate on your behalf with the vendor -- they'll ask you to fill out a form w/what you wanted, what you got, etc. The purchase price (for my bank at least) is credited back to you while the bank works with the vendor to investigate the transaction.
