You can get great deals on eBay, but the trick is to watch everything, and only buy what's a bargain. If you go out to buy something specific, and you need it RIGHT NOW, chances are you'll pay well for it. I buy what's cheap, it goes in a box, and comes out when I need it.

Also, I sell vintage parts on eBay, and none of mine are stolen. I buy complete bikes when they're cheap, part them out, keep bits I need, sell the rest, and make a tidy profit.