I've been lucky with my buyers as I haven't had a problem yet.
However, never buy outside of ebay privately from someone you have dealt with on ebay. I made a mistake of making a private buy from an ebay seller after getting to know him a little. The item never arrived, even though he seemed trustworthy enough at first. I then saw exactly the same item being sold by someone else who lived near him a few weeks later, but the original seller insisted he had sent it to me.
I was getting no replies from him eventually, so I won it then stalled on payment as I contacted the police. After many hours of phone calls with my local police, who put me on directly with the police where he lived, I was getting nowhere, so eventually I phoned his local Post Office on the off chance they knew him (he was very active on ebay) and found out his mother was a magistrate. I contacted her with the photographic evidence I had and threatened legal action, and after some time got all my money back.
A combination of sheer determination, a bit of detective work and a lot of luck got me out of that one, but the lesson was learned.