Over the years I've bought lots on eBay, including two Peli-cases that were an absolute steal, several gunslips and sundry other shooting paraphernalia. On top of this I've bought non-shooting related stuff including camera equipment, ipods, books, DVD's, glasses, etc. With only one or two memorable exceptions everything has been easy.
The restriction on buying knives is a pain - of course you can buy kitchen knives, steak knives and letter openers but not pen knives
Certainly there seems to be more competition these days, particularly for items that are easy to search for (rifle scopes from the big three, for example), but there are plenty of bargains still to be had if you do your research and search the Bay accordingly.