The only place I buy games from online is eBay. I usually dig out some preowned games when I'm in the stores (EB, GS), but I refuse to buy used games off of ebgames.com or gamestop.com. The game may or may not come with the manual and original packaging, which is total bullshit. I don't understand how they can sell a used game for $19.99 with all of the original stuff, but still charge $19.99 when it's just the disc. Bull. Shiiit.
On eBay you can at least see the actual item you're buying (most of the time), instead of just seeing a stock photo. Although, I did pick up MGS2 Document from Amazon.com's Marketplace, and had no trouble; the game was exactly as advertised.
I don't really buying many games online unless they're rare and/or a pain in the ass to find complete and non-Greatest Hits. I love going to a big EB and sorting through all of their used PS2 games. For example, I picked up used copies of Contra Shattered Soldier, Shadow of Destiny and Resident Evil for the Playstation for about $21 this weekend. The PS2 games are both complete and near mint, and the RE is the original jewel case, non-Greatest Hits copy of the game, which is pretty rare. Score.
So yeah. eBay gets my vote and Amazon gets a half vote.