The site is slow, the reps are either not available or not trained, and their check-out process is confusing and frustrating. It fails to be intuitive or it slaps on charges that you weren't expecting. Shop at familiar sites or sites that have been recommended to you by a reliable source. If you shop at a site you have never heard of, you are taking a risk. Look at the company's policy and see if you agree with them.
Some sites offer money back, but some only give credit to their site.
And some don't offer returns unless you can prove the merchandise is defective. Also, you want to know what they're going to do with your private information. Amazon just caused an uproar by saying that they changed their private information policy so if they merge, your information could be sold. Don't give unnecessary information. Usually, the payment page has required fields and unrequired fields.