You have to pay before they will ship, (I don't believe COD is used much these days.)
You as a rule will get a confirmation email indicating the projected delivery date and may include a shipper tacking number so you can follow the progress of the package.
Paypal, like Credit Cards does provide buyer protection in clear cases like non delivery you should get a refund from them.
Still it's best to only but from reputable sellers, avoid buying direct from China.
The 3 basic tests you can make of an online store.
1) Check the domain name whois owner information, many of the Chinese counterfeit sites will be immediately exposed, (anything from China would be fakes.)
http://www.networksolutions.com/whois/in...
2) Test 2: check the Contact Us page, if there is no identifying phone# or address forget it, imagine how easily an email alone can be ignored.
3) Search the web for complaints, try Googling: "thesite.com" scam, to see if it's been submitted to fraud site registries, a site under 3 months old may not yet be included even it deserving.
You first make sure your not taking to big a risk.
Do you really know the person?
Have they sold stuff to other people?
Do they have a good reputation?
Just because they are not a store, does not mean they wont steal your money.
Once you have decided that, then and only then are you in a postion to pay for the goods, then they will hopefully send them.
I send stuff all the time to people who order from me. They send the money, I put the item in the mail and let them know in an email the day that it went out - and if there's a tracking number I send that to them by email as well. I usually ask for them to let me know when it arrives.
You send the money first. There is more risk with selling as paypal offer buyers a money back guarantee and they can lie and get away with it. There is a bit of risk when buying but most people are OK.