I've had some great experiences on eBay, mostly with purses. I agree that with clothes and shoes it is best to be able to try it on in the store before placing the bid. I've also had some good luck with it with cosmetics, but it helps to know your lines and what's current because some of the products being sold there are about ten years old! (I can tell by the packaging!)
I had some great success with Smart Bargains 3 for $99 shoe sale. 2 out of 3 of the pairs worked. I am not a big online shopper, but plan to get more into it as there is just so much out there to be discovered!