As Amazon is often times just a store front to an unknown seller, you are right in that it can be risky to buy just about anything on Amazon. Pay attention to the "Ships from and sold by" reference below the buy button on the right. That'll show who is really selling the part and you can investigate the company a little. If the "Arrives" date is several weeks to several months, you can be sure the merchant is in a foreign country.
I ordered Ultegra SPD-SL pedals on Amazon earlier this Spring w/o issue and they sure look legit. I am waiting for XTR brake rotors purchased on Amazon to arrive tomorrow. I noticed the rotors are coming from a bike shop in Florida via FedEx, so they're obviously not being stocked by Amazon.
The good news about buying on Amazon is that returning an item should be pretty easy... you can return items at your nearest Kohl's Department Store or through certain UPS Stores (if you're in the USA). Now that Shimano put the crack-down on gray market parts a few years back, I've found that Amazon usually has the lowest prices on brand name parts like Shimano. I used to buy my parts from UK bike shops but now the over seas shops will no longer sell to customers in the USA or their prices are no better than what we can get from US based stores.