Maybe the OP had a bad experience on Ebay? I have bought a lot of stuff, including HT figs, and 1/6 stuff off Ebay with no problem. I get better deals off Ebay on a lot of things than I would have at retail, you just gotta check often and bid that last minute, haha. I've been using Ebay for over 10 years, only had like 2 sellers who never sent my item or claim it was lost in the mail, but PayPal got me my money right back.
As with buying anything online, make sure you read the fine print. The only sellers I don't buy off of are scalpers, who pretty much buy all the rare toys in stores and then resell them at a jacked up price, you could pretty much tell which those are. I also don't like sellers that don't combine shipping, unless it's a reasonably large item, I can understand. Also watch out for those sellers who put listings for pricer stuff at a very low price, but then charge you like $100 bucks for shipping.