Almost everything I buy is from Hong Kong or China these days, so a month is not that big of a deal, don't worry. You can worry when it has been over 6 weeks. If the item is large/heavy, you shouldn't worry until after 8 weeks. As far as tracking goes, almost everything goes through Ghangzhou (spelling?) and you won't see another update until the item makes it to Chicago (typically) and then it'll be delivered two or three days later and in your mailbox. Most things I buy from China and Hong Kong arrive after about 20 days. Some things arrive in just over a week, but that's only when they don't send it on the slow boat from China and I typically have to sign for the package when my mailman brings it. My Ichiban Kuji Shenron took almost exactly 2 months and cmak sent it the slowest way so it would be the cheapest way.
That's the thing, almost everything I've bought from China or Japan has taken a little over a week to arrive. I always set my expectations low, as soon as I buy something I tell myself "I can't wait to get this in 2014", and then the item will arrive in six days, and usually the items would be from the same seller I bought the Cell from.
I've got one of my holy grail items on its way from King AB aka Saiyen
Saiyen is the best! Just hooked me up with AB Super 13 through ebay. It was pretty beat up but hey, try finding another one. Can't wait for that crap to arrive. I'm going to go ahead and guess AB fat Jamenba.