You're not buying the merchandise from eBay or Amazon, they are just processing the payments, so it really comes down to the people from whom you are buying the stuff. Check out their ratings, user feedback, etc., the sites they are on beyond that have no bearing.
That said, if you are buying multiple things from a single vendor, eBay makes it easier to potentially get reduced shipping from your seller, etc., whereas I don't recall Amazon having such a mechanism. Especially for a lightweight item like a Playbill, if Amazon is charging $3 per item shipping, that will add up.