I've never bought any actual games from Etsy- they're typically more expensive than Ebay. I have picked up several homemade knick-knacks over the years.
As far as getting completely ripped off, Etsy has been better than both Ebay & Amazon marketplace- I've never not gotten a thing I ordered. It does, however, tend to require a bit more patience that those sites. Not only are you dealing with things that are typically made-to-order, but people who aren't necessarily business savvy enough to properly analyze & communicate how long your items will take.
Communication is key- Etsy sellers are often quick to respond to messages, as long as you're polite and understanding of the making process, things should be fine.
