For the CPU, Motherboard, Power Supply and Video Card, buy them from a reputable online retailer with a fair return policy just in case of the rare chance of one of those parts being defective.  Also, you may realize another issue such as your power supply ends up being too noisy or your motherboard isn’t compatible with one of your parts, and returning it is a good option to have.  Amazon, Newegg, and Best Buy are among the many options but check the return policy and see what the terms are.

For parts which have a low rate of failure and are simple in terms of knowing what you’re getting, buying from an eBay seller is fine.  Case fans and CPU Air Coolers can be bought used fine because there is nothing complicated going on with them.  Solid State Drives have an extremely low failure rate.  Cases don’t have an issue of being defective, although it’s a good idea to get a sense of its aesthetics, dimensions and weights (from online videos and pictures) before buying them.  Buying cases used is fine as long as you can view the condition.