I've not bought or sold domains on Ebay, but I've read a thread (or two?) about buyers getting their name, making a paypal complaint, getting their money back, keeping the domain and leaving the seller high and dry.
That, combined with the amount of auctions I've seen there for "rare" 4 character names with crazy prices and misleading sales pitches is enough to make me think it's a flaky, seedy, risky place to do business.