For me, I was only willing to make such a major purchase from a reputable retailer who could provide service and take returns if needed. If I need to make a return because I'm not happy with it, I want to know that this isn't going to be a problem. After finding the TV I wanted, I went between Tweeter and Best Buy before I made my decision. On that particular day, not only was Best Buy able to offer me the best deal, but I also received the best customer service from them believe it or not (Tweeter sales reps are even on commission). I also was secure in the knowledge that if I wasn't happy with anything I could have returned it for another model without much hassle. I don't think you can get that from eBay.
If you are looking to buy online though,
One Call has a great rep from the
AVS Forum crowd, among others. I purchased
DVD player from them and I wouldn't hesitate to buy from them again. Aside from having a great reputation in the audio/video community for their service, their prices are also generally pretty good.