I intend to do the same thing and was going to do Amazon with items in their warehouse and possibly etsy. Being an Amazon Prime member, I know that I definitely give higher preference to items that are Fulfilled by Amzn than ones shipped by the vendor.
My brother-in-law does ebay and amazon, and requires special software to manage the inventory. From that point of view, I might stick to one site or keep the inventories separate. Amazon does also handle the shipping for you if you send them your inventory. I hear you have to send it to multiple warehouses, and they charge you for the number of items still there month to month (they found people were using Amazon as cheap storage if they didn't), but this seems to me to be totally worth it, especially since they'd handle the returns.
Also, another thing my BIL figured out--if you ship it yourself, just offer free shipping. People like it and will pay more for an item with free shipping than the item+shipping. Crazy, but it's psychological.