I sell on ebay, amazon and my own site. I've experienced idiots and gems on all three. But I've had more buyers who border on scammers/criminals on eBay. Right now it's easy for buyers to game the system to get free merchandise. Just had this happen *today* for a $600 item. Currently working it with eBay CS.
I really wish I could do without eBay and Amazon in favor of my own site, but they outcompete on SERPs, SEM bids and customer base.