i use ebay a little bit for some hard to find bottles, they tend to go for less on ebay than on krugers site... the thing i try to do though is collect the bottles in person by buying fairly local, that way i see the bottle before i part with cash.
saying that though, i do get stuff posted to me, but only from folk i have bought from in the past, and that ill continue buying from in the future. thats what i reccomened others do, try to buy from people you have delat with before or others have dealt with, especially in the case of private collectors looking at getting rid of a few bottles, as one bad buy from a private collector will not only stop someone buying from them again in the future, but word would get round about that said person, its a tight circle we move around in in the whisky world and if your a con man or a fly by night rookie, word would get round, stick to buying from who you know and not (0) feedback sellers on fleabay
