When using eBay, I use a sniping website I found that bids automatically for me. This has several advantages. When I first started using eBay, I'd bid right away, first bidding just enough to outbid the current price, then using the proxy bid feature. I've found that if you get people bidding early on an item, it really drives the price up, good for the seller, not good for the buyer. So if I can use the sniping service, that's at least one less bid that is shown and as far as the rest of the interested parties are concerned, one less compeditor for the item. I used to "watch" the item and bid on it as late as possible, but my computer loads slower than snot sometimes and I've missed out on items, or sometimes an auction would end while I was at work or asleep. The sniping service is kind of a fire and forget, I put in what I'm willing to spend, and just accept it if the final bid is higher or I get out sniped. I haven't lost too many items this way.
I learned early on to check the shipping price and the seller's feedback. I'll take a look at the seller's feedback and they may have 5000+ auctions and only a few negatives, but how recent were the negatives and for what reason?
Patients is a virture on eBay. I got a complete Night Raven for under $20, including shipping and a Tomahawk for $36 including shipping. I can't explain it, but sometimes it seems like people will bid like crazy on a half complete item and not go anywhere near a complete item for a third the cost.
Also when you look at an item's auction, click on the see other items button. Many times I've found other items I'm looking for and most sellers will combine shipping, so you'll save a few bucks there.
If your not too keen on eBay, or want other options, find a post by Goldbug, he's got a list of eBay alternatives in his signature. I haven't used any of them yet, but it's another option.
As far as the stores, check the shipping price as well, that can be the difference between a good deal and a bad one. I was searching for some stuff for Ender for a trade and found a Cobra jet pack he wanted for 99 cents. Good deal, but the guy was asking $6.50 for s/h, not quite a good deal, so I didn't get it (Sorry Gunny, but you'll like the other stuff).
If I can't find what I'm looking for in the couple of stores I usually go to, I use
Froogle. It's like Google. Type in whatever item you're looking to buy and it'll find it anywhere on the web and includes prices. I've even had it find stuff on eBay that I couldn't find using eBay's search engine.
Ecater is another good place to look. It's a conglomartion of people's individual stores. They have a feedback system like eBay, so you can see good and bad sellers.
I like using
Joe Armory when ever possible because John is fast with his shipping, but I've also traded with him for items from his store, something some other stores aren't interested in doing.
Marauder's is great and his shipping is so fast, the package is usually in my mail box before I'm done placing the order on line.
Joe Parts has a good selection of older figures and parts, but he takes a while for delivery.
Guru-Planet is good, and they have a decent selection, but they can be a bit spendy
I've been collecting again for a little over a year now and just counted my collection, I've got over 250 figures and over 50 vehicles/aircraft. Blows my paultry little collection I had as a kid out of the water. I wish I could go back in time and give my collection to me. Of course, having lost my collection about ten years ago, I'd lse it and have to re-collect everything again.