Should I sell on eBay, Amazon, or Yahoo?

I am currently selling car decals on eBay and it's fine and all but I'm getting fed up with buyers scamming me telling me they never received their item just so they can get me to refund or send them another one. They know sellers will do this because we're afraid of negative feedback. It's getting really ridiculous and cutting deeply into my bottom line. So, my question is. sellers out there. Which would you prefer? eBay, Amazon, or Yahoo? Or do you have another suggestion? I'm currently looking heavily into Amazon. Let me know and give me details! Thank you in advance!