Since people have been bringing eBay up, I figured I would give you guys who haven't took the plunge and/or have had bad experiences buying there a few bits of advice. These are just the guidelines I use personally so it's all my opinion.
1) Always check the sellers feedback rating. Nearly every seller out there will have a negative rating, especially if they deal in large volume. Look at the comments and see what was wrong. Many times, buyers can be an ass and leave a negative for something that didn't deserve that rating. I've seen sellers get negatives because an item was in shipping longer than they thought it should be which was no fault on the seller's part.
2) If the seller doesn't put up at least two pictures of the actual item you are buying, I'm not touching it. A seller may list a picture of a game for sale, but it's a picture of one copy of a game that they are selling multiple copies of. You might be looking at a pristine copy of Kingdom Hearts with the shiny metallic cover, but end up getting a copy where the art is dinged in where the booklet tab cutouts are, a greatest hits version, etc.
3) If there is no thorough description of the item to go along with those pictures, I'm not touching it. I may contact the seller to ask a few questions, but will absolutely not buy it otherwise. When I list an item like a game, I describe in detail any flaws like scratches, dings, tears, missing booklet, etc.
4) If it's a game that originally came in a cardboard box (NES, SNES, Gameboy, etc.), then I ask the seller to please ship in a box so the item isn't damaged. You would think this is a no-brainer, but I actually bought a new/sealed copy of Perfect Dark for the N64 and the assbag I bought it from put it in a padded envelope. Needless to say, that box had it's ass kicked by the time it arrived.
5) Unless it's absolutely necessary, I don't buy items from outside the US. This isn't any sort of discrimination, but your shipping costs will always be higher, it takes longer to get your items and many times you have to use Registered Mail. If your not home to sign for it, it goes back to the post office. In my case, the post office is about 35 miles away and that's a huge pain in the sack to drive there. I have recently been ordering some Famicom / Super Famicom games from Japan. It's a huge hassle if nobody is there to sign for the package and I'm too damn impatient to wait for the packages. It doesn't help that when you check the tracking, a lot of the latest entry will be something like "package processed through sort facility: ago." or something like that. WTH is "ago???"
6) If you find a seller that you bought something from and really were pleased, make them a favorite/follow them. I bought a set of all seven PlayStation Final Fantasy titles from a guy about three weeks ago and they were fantastic, pristine condition. I couldn't be happier with them. His items all have a good, high quality photo showing exactly what you get and his descriptions are very detailed. He also accepts offers and is pretty reasonable with it. So it was without hesitation that I saw him list a copy of Chrono Cross in mint condition and I bought it from him. Look forward to receiving it!
If you protect yourself like this, eBay can be the most fantastic place to buy games. I can't tell you how many times I've been in a "mom & pop" shop and saw a game priced similar to eBay's prices, but the condition was less than desirable. If I'm buying a cheap cartridge game for less than five bucks, I'm not going to worry too much about the condition as it's a cheap buy. When I am buying a copy of Final Fantasy VII and it's going to cost me $20 or more, I expect it to look pretty damn spiffy
I'm not in any way saying don't look through resale and mom & pop shops, etc. You can find great deals there sometimes. But when there is that one game you just can't find, it's a more pricey title or you don't want to settle on one not as nice as you think it should be, eBay is a fantastic resource. And if you search the way I do and follow the advice above, you should have a good experience.