I would only use Amazon for certain things, definitely not wigs. Some times I use them for shoes because they have cheaper shoes then ebay. I love buying random things from them like books, video games, vitamins, etc. XD
__________________ 2013 Planned Anime Cons:
Youmacon Planned Cosplays 2013:
C.C. - Code Geass (100%)
Akihiko Sanada - Persona 3 (100%)
Lolita - (100%)
Yukiko Alt Color - Persona 3/Persona 4 Arena (planned)
Catherine - Catherine (planned)
Sebastian - Black Butler (planned)
Shiro Lolita - (planned)
I've purchased wigs off eBay, and they were great. Haven't tried Amazon, but I wouldn't have a problem ordering from them, since they have pretty good customer service, even when your buying from a third party.
As the others said, it depends on the seller since it's usually not sold directly from amazon. I just bought a wig off of amazon and it was pretty nice and thick and not shiny. So yeah, I would just read the seller's ratings first and go from there.