eBay

Pros: selection, size, services

Cons: may be intimidating at first

Full review
I have been a member of ebay for a little over a year now...and I swear by it. As a buyer, I know that I can find just about anything there is in the world - on ebay. I love the service! The site is easily naviagable, with categories that range from broad to narrow, and searches at every level. You can search for products by multiple standards (price, ending time) and break up categories by when the auctions end (so, for instance, you don't have to look at items you've already seen). Plus, if what you are looking for is not availiable at the time, you can use the personal shopper to do automatic searches and email you when they get a match.
Though I have tried out other services (yahoo and amazon), ebay continually provides better service, safeguards, and (since it is the most popular) it also has the best selection of products.