Zulily is an intermediary. They are not the manufacturer, so complaints about quality and sizing are not relevant. Research the brand you are thinking about buying elsewhere on the web to find out, for example, whether it runs large or small, or whether quality is an issue.
Of the literally dozens of purchases I've made on Zulily, I've been satisfied with 90%. The remaining 10% (which didn't fit or didn't flatter me) I simply wrote off as the cost of deep discounts and no returns/refunds. I gave those items away to friends they DID fit.
I've also used zulily to purchase gift items for small children; excellent, original ideas like educational kits.
Yes, you will wait. No, you cannot return things. Yes, you should do your research.
But when you're buying a pair of jeans that retailed for $175 for $38, and they fit? Bliss.