I've had lots of good experiences -- bought 5 bikes/frames off of Ebay, all with good luck.

Like others have said, establish contact with the seller -- they might take more care with shipping if they 'know' you.

Also, watch the bidding. Many people wait until the very last second to snipe in with a last-minute winning bid. Be prepared with your highest offer to go in at the last (and I'm serious -- with 5 seconds to go) minute with the most you're willing to spend.