My general rules for playing online:
1) Only play with those casinos registered in reasonable jurisdictions: i.e. UK / Malta / Ireland / Isle of Man etc. Avoid the "turks and caicos" islands, "venezuela" and other similar, potentially less reputable, jurisdictions.
2) Don't play at casinos that accept US players. Why? Because in many cases they are breaking the law... and it seems to me that it's many of these same casinos that end up on message boards not paying players etc.
3) Always hunt down the best bonuses you can find - and READ the fine print BEFORE playing! Most bonuses work out to YOUR advantage - but check whether they cover the games you like to play, and check the required playthrough before withdrawals etc (also called WR - wagering restriction).
4) If you can find additional bonuses to those available from the casinos themselves, take those also. For example, shameless plug, my blog (see footer) has a current promotion giving you an extra 20GBP or equivalent for every casino you join / play with. Some other sites also offer deals.
5) Most of the online casinos have support email addresses. Before playing, if you're not sure, email them or ring them up and see what sort of response / service you get from them. If they seem reputable and helpful, then you can deposit. If you don't like their service or way of dealing with you, then you can escape before any deposit is made.
6) Check out sites like blackjackinfo, casinomeister.com, wizardofodds.com and other reputable gambling sites - if there are problems with any particular casino chains, you'll probably see them mentioned here.
Good luck with your play - and remember that gambling is entertainment, not an investment - so limit your play to within your means.