I have been shopping with Zulily for over a year, and for the most part, have had very good experiences with it. I mainly use the site to buy lingerie, as I am very busty, but very slim, and the same brands that I am able to buy from Zulily for under $30 sometimes cost $70 on sites like Figleaves and Bare Necessities. Zulily has been a life saver for me in this regard.
Some advice for a better experience:
1. Check the size charts. Zulily's products come from a range of companies, so do not expect to choose a blanket size and have it fit. Some products are in UK and EU sizing, and will not fit the same way US clothing does.
2. Buy name brand. Zulily runs a lot of events from major retailers, and for the most part, the quality is reliable. If you haven't heard of the brand, reconsider purchasing the item.
3. Do your research! If you're not sure about a product, look for reviews of it elsewhere online. I know this seems like extra work, but it has saved me from a few low-quality purchases. If you can't find a review, skip it if you don't feel like taking a chance.
4. Caps lock time, people: SHIPPING IS NOT INSTANT. Events last at least a few days, and products aren't shipped until after they're done. There is also processing time to consider. So don't freak out if you order something and it doesn't turn up in the standard shipping time. It won't. If you need something straight away, buy from another website and cut your losses. This will save you a lot of undue stress.
5. If you change your mind about a product, email them ASAP. I have done this a few times, and the order was cancelled and refunded pretty quickly.
Like any place where you're buying items from multiple companies, you will get some products that you'll love, and some that won't work out. Do your research, and shop intelligently. As far as value for money and selection goes, Zulily really is a comprehensive site. Good luck!