Em - the return policies vary by shop (check out the detail tabs on the item you are looking at), and you can also PM the seller if you aren't sure before buying. I would probably use the most caution when ordering from far overseas, especially items that look mass-produced. (Not that the shop wouldn't be reliable, but that the item might be skirting the 'handcrafted/independently designed' idea.) The octopus skirt I bought I got the wrong size for me (I used their printed measurements, which were correct but I don't think I measured myself right, lol), and I mailed it back for a dollar or two in an envelope and they sent another of a size that worked.
In general buying from small sellers I often use Paypal which has purchase and fraud protection, and will refund your money if the transaction doesn't work out for some reason. Also credit cards will offer this as well.
The few times I've had problems with card number theft it's not been for online purchases, but handing my card to a cashier at a shop, using an ATM, or once at an Amtrak ticket window.
So far I've bought items with simple tailoring that are hard to go wrong on, jewelry, t-shirts, scarves and like. Also, these are independent artisans, so I don't buy things that I need in a rush. (Then again, it's taken about two months for a microwave I ordered from Sears to arrive, so it's not like this is restricted to small retailers ).
