I suppose pre-ordering toys ought minimise the odds of this happening. If a pre-ordered toy is double-taped then it's likely to have been resealed by the manufacturer than by a dodgy retailer (again, stick with trusted sources) or returned by a previous customer. And stores like Mandarake will mention if the double-taping was done by the manufacturer or not (well, if it's not then it's just listed as loose complete in box). And if possible consider sourcing from somewhere where you or a friend can physically inspect the box upon purchase.

If it's a locally released toy then it might be better not to pre-order the toy and just get it from a local shop, that way you can personally inspect the toy. But if it's a toy that's only available overseas, then I would recommend befriending fans in other countries and getting someone you trust to check the toy for you. Easier for say US exclusive toys (e.g. Wal Mart reissues) since it's another Anglophone countries. Understandably non-Anglophone countries like Japan will present a language barrier, although there are retailers like Robotoyz - run by an Aussie who's currently based in Tokyo (I've actually met the guy before). And HLJ is run by a Canadian, and Mandarake serves customers in multiple languages. There are options to try and optimise the chances of getting single-taped toys.