The furniture store finally delivers that matching set of football helmet lamps for your son's room. Unfortunately, they're for the wrong team. The store is refusing to take them back.

Some cards will offer you return protection. Often how it works is that you'll actually return the merchandise to the credit card issuer, who will then credit your account for the amount of the purchase. Obviously, you must use the card to make the initial purchase.

Many cards and card associations will have different rules and limits, says Sean O'Reilly, general manager of Chase Card Services. Even with the same issuer, policies "can actually differ by the card," he says.

With any credit card, you can dispute a purchase if the merchandise isn't delivered. That protection can come in handy if the merchant goes out of business before the goods are delivered, for instance.