I've been buying a lot more stuff on eBay lately, particularly for lights. I just bought an X300 Ultra for a long gun. I'm getting sick of Amazon's buy, then wait maybe 7-14 days to ship. While I'm still more wary of counterfeit stuff on eBay, I've found more than a few legit/solid sellers.
Cost of shipping is a huge pet peeve for me. With any vendor really. Midway USA used to have some ridiculous shipping costs, so I stopped even browsing there beyond price checks. I've heard they have cleaned that up some, but I still don't really shop there.
mainly need to look for sellers that are in the business of selling that particular item and check their feedback. If they're hawking fakes, people will out them as fraudsters. Those ebay sellers a lot of times are actually mainland dealers without a dedicated website.
RE: midway - Not sure about cleaining up their shipping prices, it's still super expensive unless you wait for their random "free shipping" events, which actually costs $10 to hawaii. I currently have a few hundred $ of stuff that is waiting on the shipping discount. Overall their prices tend to be better than a lot of the other retailers like cabelas or wherever.
Product Total $333.92
Shipping Total $31.99
Base Shipping $21.99
AK/HI/US Territory $10.00