I ordered napkins and less then six hours later tried to cancel. I'm in Virginia and I contacted them before they even opened and got my order in California. They claim they already had shipped the napkins. My bank told me I have to wait 30 days to get the napkins before I can send them back and refute the charges. Do not order from them. Then I didn't even know they were Ya Ya Favormart until I saw the charges on my credit card. I order stuff from Oriental trading all the time and have been very happy with their products.
I totally understand the feeling you are experiencing with making purchases online, especially for elements for your wedding. You want to make sure you don't get ripped off and you actually receive the items you've purchased. You do never know what sites are legit and which ones aren't, so it really is best to ask. One tip of advice, but I always check to see if they have a telephone number and I usually pick up the phone and call them and place my order over the phone.
There are few sites that I've worked with in the past and will be working during my wedding planning. I have listed them in the below. Some have a great selection of wedding favors, others have supplies to make your own favors, such as favor boxes and bags, and ribbons and such. Also, some sites have material for decoration your reception site if you've fun any thought into that.