For me it depends what product I'm buying. For example all my pigment/glitter samples I only buy from 1165Cheryl/ Cheryl's Shiny Eyes and have for a long time. I havent found another seller who treats buyers like she does, has authentic products (has receipts) and she ships all over the world.
For items MAC Cosmetics still stocks then I buy from them, I'd rather pay retail then take a chance trying to get a "deal" on Ebay. For MAC Pro, or discontinued items I sometimes buy from Ebay from some of the people mentioned below or have someone do a CP for me.
It also depend on what country they are in, I try and stick to U.S. sellers due to the conversion exchange, shipping, ect. For non pigment items I'm so thankful I found this place, between Cheryl and the great people here, I've gotten to know some of the better Ebay sellers and am slowly learning how to spot fakes.
A big thanks to so many people here that help others and take the time to answer our questions, I know so many are busy running companies, working, ect but you still come here and help others when you can.