What memory are you looking for and why?
If you buy from a third party (non-authorized reseller), you might be just fine - but it's the luck of the draw with memory.
Depending on the criticality or your device and whether you keep it under Smartnet support contract, you may be taking some risks. But then if you're only spending a couple hundred as opposed to several thousand, it may be worth it to you in your environment. If you're in an environment where 10 minutes downtime costs your thousands of dollars in lost revenue, I wouldn't risk it. In a lab or non-revenue-impacting sort of environment, I'd say go for it.
In any case, I'd steer clear of individual resellers (e.g. Ebay) and stick with reputable vendors.