Like all of these sources, eBay can be be a good place to find some bargains. I just scored a P2K H10-44 with sound and dcc, NIB, for about $80 off list. but I'll never buy anything off eBay without checking modeltrainstuff.com first for a comparison.
As a small time seller, I find eBay the most time-consuming and the most rewarding. eBay, despite its fees, provides more eyeballs and interest on my advertised items than any other market place. And if I have no good idea of what the value is, an eBay auction usually gets me a fair price.
As a buyer (also small time), I prefer a single, easy-to-search marketplace to find the out-of-production items I am generally in the market for. Again, a few auctions of similar items help establish a realistic price. Searching hobby shops, consignment tables, train shows, and multiple sites for the same item is very time consuming, and I usually run into a great variety of prices on the same item when there are multiples available.
My preference, despite its many flaws, is for a single recognized nation-wide market place, preferably with multiple auctions of similar items to help with realistic pricing determinations.
just my thoughts
Fred W