I've purchased many thousands of dollars through Amazon and at least 40 of those have been through 3rd Parties. I tend to wish that Amazon just stocked the stuff so I could get their Prime shipping, return policy, etc. Although they cut back on the price matching (which still urks me when it cost me nearly $200 last September and it wasn't well publicized). Anyway, I've only had one kinda bad transaction because the item shipped was dirty and the box had been opened. It was quite obviously a return. I posted this on the feedback at Amazon (which is quite a bit different than a bad feedback on eBay!) and the vendor fell over themselves refunding my purchase, telling me I could keep the item, etc. I just wish they hadn't shipped me something used and my feedback was honest.
Anyway, don't hesitate to use Amazon vendors, most are rigorously checked and there's a feedback system in place that most try very hard to keep at a high rating. Buy brands you know or research your item well, and you should be just fine. Any problems, go to Amazon. Any vendor they have would do their best to retain their partnership as Amazon drives them a LOT of business.
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Experience is a hard teacher because she gives the test first, the lesson afterwards.