Buying online, is it possible? (Rio de Janeiro)

Hello everybody! Before coming here I used to buy a lot from Ebay and Amazon (it is cheaper and you find more variety), all I had to do was pay import taxes, but was really easy. I am really scared to do it here because I've heard Customs in Brazil are not easy. Has anyone tried to buy online? I'm terrified with prices here and even though I`d have to pay import taxes here as well, I think it would still be worthy. Would appreciate any comment on it. Thanks ahead.
Cheers!