Yes, it's safe ordering from any of the official distributors on the list, don't worry

What people mean with buying from local shops because they support the scene instead of large shops:
Yes, large shops are cheaper. Firstly, because they buy in large quantities, secondly because have lower taxes, etc. like, for example, me in Germany.
But on the other side: Local shops (like craigs, mine or JR2Swiss (gp32z.com)) do support the community - by donating to devs, giving support to questions, I do newsposting and offer the free gp2x File Archive.
That all does cost money - and the large shops don't care about this.
That's the reason why most people want you to buy from the local shops.
But don't worry, nobody will hate you because you ordered from PlayAsia, and you can use your gp2x, these boards, the File Archive, etc. for free like anybody else