Any or all of UL CSA CE TUV ... certification is worthwhile IF GENUINE.
I have seen much Asian manufactured equipment which has had various certification marks attached with no prospect of there having been any related testing.
"Provenance matters" - ie you can usually be confident of certification marks when purchasing certified equipment via a competent & reputable large volume supplier with a good reputation and whose business is founded on professional customer service. Digikey qualifies for that. Sparkfun are trying hard and are good at what they do but I would not class them as qualifying. I'd still happily buy product from eg sparkfun, but I'd be discerning about things where safety mattered.
[I have no business interests in either supplier - I buy from Digikey occasionally.
I don't think I've purchased from Sparkfun but would happily do so. I think enough of Digikey that if they sell a brand I'd consider it was probably an acceptable one to use, subject to specifications meeting need.]
Note that brands of popular products will often be faked in the general market and that buying through a reputable supplier is usually but not always protection against this.
If you are buying in any volume then pulling one apart to determine quality of construction is probably worthwhile.
A genuinely certified product should pass the "looks OK" test with ease.
Anything at all suspect almost certainly indicates a fake certification.
Mains voltage clearances should be acceptable, mechanical construction and component mounting reasonable.
Component ratings should be appropriate. Any electrolytics would ideally be 105C (not essential).
Generally (but not always) a product with fake certification reeks of fakeness internally - but externally MAY look as real as any.
A modern regulated power supply should meet voltage spec at rated maximum current without excessive heating. Simply loading one up with a (suitably rated) resistor to max load and letting it "set a while" is a good first check. Given any two or Power P, Volts V, Current I, then Resistance R for maximum load =
Suppliers on these sites are more likely than average to offer reputable product:
http://www.findchips.com/
http://www.eciaauthorized.com/
Ones I've not yet tried but which seem OK at a glance.
https://octopart.com/
http://www.oemsecrets.com/
http://www.digipart.com/
REALLY fun places.
YMWV !!!! [You mileage WILL vary]:
http://www.ebay.com/
www.alibaba.com
http://www.indiamart.com/