I have ordered many items from Zulily. For the most part, I have been satisfied. The shipping times are very slow, 3-4 weeks sometimes. I have been happy with the quality of the items. Just be forewarned that most of their sizes run very small. I generally order a medium when I am normally an XS.
Their return policy is nonexistent, but they have been super-responsive when they make mistakes. When 2 things I ordered did not arrive by the guaranteed date, they refunded my money, gave me a $10 credit, and told be to keep or donate the items when they did finally arrive.
Bottom line: Zulily has good deals, as long as you can be patient and wait until they are ready to ship.