I do order new games off Amazon quite often. But when it comes to older used stuff, I really prefer to see the item in person first to check whether the disc or cartridge is in a condition I find acceptable. I will use eBay if I have to, but I got badly burned back in the Dreamcast days and I've never quite gotten over that. I ordered Samba de Amigo for Dreamcast - the sambas I received never worked properly, and the game was a pirated copy. Despite filing a dispute with eBay, I never got anything back, and the seller got away with it. And it was someone who'd had a 100% positive feedback and had quite a few sales.
When it comes to used games on Amazon, I see a lot of high shipping prices and a lot of sellers that don't seem to describe the item in enough detail. Maybe if you're buying in bulk the shipping pays off? Though I had a friend who contacted a seller on there about bundling a bunch of cheap games together to save on shipping and he got a flat-out "no" in response. I also see a lot of older games on there for ridiculous prices compared to eBay or Gamestop's used selection.
I love online shopping for anything new, don't get me wrong. But I just balk when it comes to used games, which is where Gamestop does well. At least when a used game or piece of equipment you buy there doesn't work, you can actually return it and not be hassled. With online shopping, you have to worry about shipping it back, and dealing with a seller who may just refuse to deal with it.