Running a 'Whois' search on the domain name can often tell you a great deal. For example, here's the result of a search for Amazon.co.uk:
http://webwhois.nic.u....x=0&WHOIS+Submit.y=0
and here's Amazon.com:
http://www.whois.net/whois/amazon.com
Watch out for domain names which have been registered (against the rules) bu 'non-trading individuals', in order to hide their details. Also be wary of URLs registered in Nigeria or (particularly) China.
The only place to check URLs ending in '.uk' is here:
http://www.nic.uk/other/whois/
There are several site for checking .com (and other) URLs but I usually use this one:
http://www.whois.net/
Also check that all of the links on the website actually work, and go to where you'd expect them to.
Remember that UK-based web traders are legally obliged to provide you with a postal address (and not just an email address). If there's an address, try using Google Earth to see whether it exists and, if so, whether it's a shop, a warehouse or a private house. If there's a phone number given, try ringing it.
Chris