I use Yahoo Auctions Japan as a last resort - I stick to retailers like
Suruga-ya for game purchases (sometimes arcade stuff), and
Top-Games for PCBs and the like. I also use the proxy From Japan rather than Buyee, and I've been an avid customer of theirs for the better part of three years and place an order usually twice a quarter. I've never been let down by Suru, Tops, or From Japan.
Often when I've ordered high dollar games from Suruga-ya, for example, when FromJapan gets the game in I've had them step in on my behalf and haggle a deal in my favor. I got a copy of Metal Slug X on Neo-Geo AES a while back and they haggled the price down $600 (I didn't even request this) from the retailer because of a SMALL blemish on the cart. It's otherwise near mint.
If
The Emporium has what I'm looking for in stock, I order direct from them. They will also work with you to locate hard to find items.
95% of my game purchases are from Suru, Emporium, or Tops with FromJapan as the proxy and I've not run into any negative experiences. I have also never had to "return" anything. I buy A LOT though.