My two favorite sites would have to be zappos.com and amazon.com.
Zappos.com has a great selection of shoes and other things.
My favorite thing about this website is the free shipping back and fourth, meaning they ship you your sneakers for free and if you don't like them, you can return them for free. Best of all, shipping only takes a few days.
Amazon.com has everything you could ever need
My favorite thing is the free shipping for spending $25+, which I mostly do anyways. I feel like it's more organized and friendlier than Ebay.