I just bought an e6420 off eBay. It was used but it came with the heatsink and Core2Duo sticker. It was a great deal and saved me a bunch, the seller was awesome too. I wouldn't go off just one eBay experience though. Make sure you read the product descriptions, it should tell you of the condition its in and wether or not its new or used. These are real people selling stuff, you can ask them questions if you want. And pay attention to the ratings! Also, i wouldn't buy a mobo unless its for a older system...and don't buy hard drives.
I got a letter from my credit card company saying to check my stuff cause E-bay has been hacked and their records indicate I had bought from e-bay in the past. They stopped my account and I had to call them to get a new CC number. Everythings fine now but no more E-bay for me.
I bought a Radeon 9800 from ebay a few years ago and the seller ended up being VERY sketchy. I was the only one of four or five customers who actually ended up receiving my item. (He had good feedback otherwise). The price wasn't all that much cheaper than newegg either. All in all, I now prefer buying from newegg for more money, just because their customer service is so good! Plus, when you buy from ebay, you never really know what kind of abuse your product has been through.