I've had nothing but good luck with eBay. One thing I consider noteworthy when buying or selling off eBay is shipping cost. Some people will sell an item at a cheap "Buy It Now" price, only to charge you more for the shipping than the price you paid for the item itself. I tend to not even bother looking at ads that have a shipping calculator link because the chances are good that the seller is padding the shipping charge with a high handling charge. NEVER buy anything from someone with says they'll provide shipping cost after the auction is over...you're at their mercy. Average cost to ship a bike in CONUS is $40. FEDEX Ground is the cheapest option...they use contract drivers, which keeps cost down. UPS is reliable, but I've found a lot of variability in their shipping charges, depending upon the destination and box size.
With bike components, generally I've found that you can do better buying them from Nashbar, especially if you're buying several items because the combined shipping charge is lower than paying for individual shipping charge of several items, and there's usually a Nashbar 10% off coupon (that'll usu. cover the cost of shipping) floating around out there. The things that are good to buy from eBay: cycle computers (usually I find them at half the cost of Nashbar), shorts, complete bikes, and shoes.