I've placed quite a few orders on Zulily over the years, and my experience is good, as long as you do your research first.
First, unless you are ordering products marked "ready to ship", it is going to take awhile to get your stuff. They do mention that in the "about us" pages, for those who actually read that stuff.
Second, not everything is a great deal. The percent off listed on the site is off the MSRP, so you might be able to find the same or better deal elsewhere if you google the product.
Finally, stick to brands you recognize, or look the item up on Amazon and check the reviews. I've gotten name brand clothing and toys for my kids at huge discounts and been thrilled. I've skipped looking the product up and ordered some unknown brand t-shirts for myself, and they were total junk.
My summary? As long as you're willing to take five minutes and look the item up on Amazon to see what reviews it has, and what prices others are charging, you can get some really great stuff at a good price here.