The majority of the stuff I buy online is on ebay, so yeah.. so far it's been pretty safe.There have been a lot of mix ups however.
Then there's always the wait, wondering if it will come or if it was lost in the mail, shipping fees, if the seller has sent you the right item, if it's poor quality or not like the picture.
Overall, it's a great way of getting things which you can't find elsewhere but if it can be prevented, I rather shop offline.