I've been pretty lucky with Ebay so far. But I still advocate showing your face at the LBS. I've spent my fair share of money at my LBS, and they recognize me enough to give me a break on some items. For instance, a couple weeks ago I broke a spoke on my wheel. When I brought it in they had it fixed in about 10 minutes. Usually they would have charged $25 or so to fix it, but since he recognized me, and being that it only took 10 minutes, he cut the price down to about $11.

I've also gotten sale prices for items that were not on sale, a few free extras thrown in, etc. There's also all the good advice they give me.