eBay. Although it's been 3 weeks since I ordered the last thing and it still hasn't come...easteast
If you haven't already, send a message to the seller asking if he's shipped the item yet and to provide a delivery confirmation number if he has. If he doesn't answer back, or doesn't provide a DC number, send another message. If you don't hear from him after that, file a dispute on paypal before your 45 day window shuts. At that point don't contact him outside of the dispute console. If he refuses to refund you/ship the item (don't listen to that "you should have bought insurance" crap either, sellers are responsible by law for items they sell until it reaches your hands. All insurance does is cover their ass, not yours), or doesn't answer back, escalate it to a claim. At that point paypal will look into it and will probably give you a refund, unless the seller provides a valid DC number that shows the package was delievered.
Anyway, ebay isn't too dangerous of a place if you know what to look out for. I myself don't bid on anything if the seller has less than 98% feedback, is a new user, has sketchy feedback, etc. I also make a habit of asking questions on every item I'm interested in (no matter how trivial it might be). If the seller answers back, cool. If not, I don't bid. If they can't even be bothered to answer back to a simple question then they certainly won't bother to help with a return/exchange nor ship the item in a timely manner. Also, never take a seller's subjective talk for granted. One man's "great condition" may be another's "unplayable". When buying games I always ask how badly scratched the disc is, if the case is the original, etc. Basically leaving no room for the seller to weasle their way out of admitting they're selling a sub-par item. And never buy anything from Hong Kong.
As for getting stuff you want, its called sniping. Come up with a max price. Then wait until the last five seconds of an auction and place that bid. I've never lost an item I wanted with sniping. Also, another trick: if you see something you want and its "buy it now" but the BIN price is too high, place a crap bid (the most minimum bid you can). That way the BIN option disappears and the auction is forced to end via bidding. Then snipe it per usual.
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