I suppose I got lucky... several times 
But I agree...it's not without risk. I balance the risk before I decide to purchase something from ebay. e.g. If a game costs me 45-50 euro in the shops here and I can find it on ebay for 15-20 euro including shipping charges (which is quite often the case), I happily accept the risk. Whether other people want to take this risk is their choice, but I've yet to have a bad experience from buying games on eBay. And the money I already saved with buying the titles I currently have it will compensate for a couple of bad experiences yet to come 
I can also recommend buying from Impulse, it was a bit annoying for me to register the game as my paypal address is different from my impulse account, but once I figured that out it was a piece of cake. I'm likely to buy more titles from Impulse in the future, I already pre-ordered the micro-expansion pack for Sins e.g.