If you respond to an e-mail that comes through CL then they do get your e-mail address at that point.
I do pretty well selling bikes on CL but I sell them cheaper than most people in my area, besides that I pretty much just use it to give stuff away for free and for that I just say the item is sittign at the corner of this and that and I'll remove the post when it's gone.
Although we did recently buy a nice dining room table and chairs off CL so it most certainly does work.
As for E-bay I think it's just a matter of the right person seeing the auction, I just sold an old Bianchi frame on there and it went for $205.00.