I've bought a ton of stuff on ebay for myself and for work. I've gotten burnt twice and both times I got my money back. I would not have hesitated if the price was right on a part. You do have to play it smart and not buy from someone with a lot of bad feedback, do your homework (like being sure it's the correct part) and follow Ebay protocol if there is a problem. It's common sense.
When you think about it, buying off CL or even a forum like this is a much bigger risk than Ebay.
(rant on) I've gotten so I look at Ebay first for parts. After getting no response or late responses from sellers on other venues, I'd rather buy on Ebay where they are serious about selling. I'm as cheap as the next guy, but I'll pay a couple bucks more for something that I can actually buy! (rant off)