When buying tickets from an ebay shop or seller always,if there is enough time left on the auction, ask for the buyers confirmation email or reference number. Or if you do win the auction insist on seeing the confirmation before sending payment.
Always read the listing fully, dont just read the first few lines which may have the date and place of the event, the rest should have important information which you may need to know.
Also for tickets with big name artists if you really want try looking for tickets with buy it now, it MAY work out a little more than you thought of paying but reputable sellers tend to put buy it now prices very competetively and generally if you get into bidding you do get carried away with your bidding and end up paying more than the buy it now price anyway.
It is normal to have to wait a few weeks before you receive your tickets, but as a rule this varies enormously!! i have waited anywhere from 2 days to 5 months!!! before i have received tickets for gigs, if you feel uncomfortable with this just keep on sending the seller an email every few weeks asking for un update. If the seller is a very good one he should be emailing you himself anyway.
MAKE SURE YOU CHECK THE SELLERS FEEDBACK!!!! this should be done as a matter of course
If the listing looks shabby i.e just a few lines of text, be very wary