I have been selling on Ebay for a few years now. Just recently i have noticed an alarming amount of international mail go missing (or so they say). When i send an item within the UK i always use either Signed For or Special Delivery mail service. And from the several hundred or possibly even a thousand I have sent in the last 6 months, i can't recall a single one that was lost completely.
When sending items abroad I made the mistake of not opting for the signed for service because i didn't think the buyer would want to foot the additional cost. Now I have 6 paypal disputes opened against me and another 2 buyers claiming there item has not been received, and thats just in the last month. I can prove that I have posted the items because i have held onto the proof of postage but because i did not use an online trackable service. Paypal automatically resolves the case in the Buyers favour, so i am out of pocket. It would be unfair of me to say for certain that all of these cases have been down to fraudulant ebay members (even though a couple of them are no longer registered with ebay), but there is definately something going on.
So the moral of the story is to always use a trackable mail service (particularly when sending abroad) and where possible send to Paypal confirmed address.