I have purchased a few sets from ebay - all have been perfect - one was missing two parts (which they distinctly mentioned in their advertisement) - the two sets from bricklink, however, although in lovely condition, had more items missing than advertised.
The issue I have had with ebay lately, is two sales (one did not go through as ebay contacted me, and another where I received reimbursement from paypal) which were fraudulent. The buyer's account in both cases had been 'hacked' and someone else was using accounts that had a 2 figure feedback and where they had not been online for over 6 months. One, in retrospect was rather obvious - the second one however, was not and the 'seller' even contacted me.. so an interesting experience. Both these items were advertised as new in box... so I have had much better luck with the 'used'.