Is Internet shopping secure?

I personally prefer online shopping as oppose to going to stores. Many people that I have talk to said that they have difficult time shopping online or that they have been cheated. That, has never happen to me and so I can not say I know how it feels. I thought it was just the particular website they bought from, but it seems even Ebay has its cheaters. I told my brother to buy a Zune from Ebay, the item never showed up and the dude selling the item was never found in Ebay's system. Since the payment was paid out already they refuse to give my brother a refund. Is internet shopping safe? Would you ever shop online, or would you rather go retail? Internet shopping has become better, and with services such as Paypal its pretty hard for scammers to rip you off. Still, reports of internet thief is still going on so I guess it depends on the situation. Buy from online, only when the item you're looking for is not found at retailers. Many people, such as myself, take the risk of online shopping for that extra saving and that little excitement when you see the package arrive at your door.