Even if the 3rd party seller results with problems I belive (since I've never had a problem) that Amazon will help to resolve the issue if you cannot resolve it yourself with the dealer. At least its in Amazon's best interest to have reliable and safe dealers on its site.
Pay through paypal and you also get some purchase protection stuffs as well or through a credit card (as opposed to debit where protections are a little less).
As said though Amazon is a great place - just check out the ratings on 3rd party dealers and you should be fine - also don't just look at the rating, but read through the coments (esp the negative ones) to get an idea what problems are. Sometimes you can note when a seller might be a slower poster than others or that the problems are not directly linked to them (eg they sell a known faulty product that they don't make and complaints relait to the product not the company)