The OP was asking about buying, though I found the comments about selling interesting.
I'd say that pro for Amazon is that they tend to have more items at a range of prices that are available for immediate purchase.
On eBay, you may not have the Buy It Now option for the item you want, or if it is there, it tends to be outrageous.
That said, while Amazon tends to have lots of low-price offerings, the high price ones are really in the stratosphere. While eBay store offerings might be outrageous, Amazon's high price ones are divorced from reality.
Both offer protections, feedback, and are easy to use. Use whichever one nets you the better deal.