I've shopped on both for years and they both have their pros and cons.
On Amazon you can find any current consumer product for a reasonable price (maybe even less than directly from the company that normally sells it).
On Ebay you can find antiques, rare items, old collectible items, etc that are not likely to be sold on Amazon (because a seller only has 1 of them item). You can also find "raw materials" like LEDs, mass produced electronic parts, art supplies, etc for low prices from Chinese dealers. From my experience, these types of items fetch far higher prices on Amazon and if you're a hobbyist you probably aren't looking to pay top dollar to have a few hours of enjoyment.
I will always check both Amazon and Ebay before making a purchase, and in the end I wind up buying 50/50 from either site. I've had a bad experience on ebay where I bought 10 Xbox 360s in bulk and they were completely stripped. I've also had a bad experience on Amazon when I bought some adult toys, one seller said it would take 6 weeks for delivery, I cancelled the order, and was never refunded. Aside from those 2 purchases, I've had hundreds of good purchases between the two sites. I don't believe either truly provides a better experience. You just have to check all the details and know what you're doing on either site.