Years ago (before I knew better), I bought some Surefires on eBay. I did ok I guess, but looking back, would never do it again. There are some counterfeit Surefires out there (luckily I didnt get stuffed), and sometimes the ebay dealers have the old models (I bought an e2e and got the old version without the clickie - all my savings disappeared after I went out to buy a z57).
All my more recent purchases have been from OpticsHQ. Great service...can't go wrong!