I have purchased from both Amazon and eBay. Kraig is right--should you receive a defective radio from Hong Kong, they will certainly replace the unit, but return shipping is both costly and takes time.
To be honest, I buy a lot of radios--if available from a domestic radio retailer like Universal Radio, Grove, Durham (CA) or C.Crane, I buy from them each time. Sometimes they cost a little more, and sometimes they're even cheaper than from the online spots. Universal's selection is quite good as they even have most of the Tecsun line and keep adding more. Returns are very easy and they can even help you troubleshoot.
I have used Amazon in the past, but now almost exclusively buy from the real radio guys.
When you buy from a radio retailer, you're supporting the hobby itself as they, in turn, support many radio clubs, events and publications. If radio were to die tomorrow as a hobby, Amazon wouldn't even notice or care.
Anyway, this is the reason I elect to purchase from actual radio retailers.
Cheers,
Thomas