I've been watching ebay (see
this thread 
) and headsets seem quite expensive - maybe it is a good time of year for sellers, maybe it is always like that. You can usually pick one up cheaper on
the hangar. My guess is that ebay is a bad place for buying popular items but there are some bargains to be had if you are after something a bit more obscure. There is less likely to be a bidding war - the popular items shoot up in price in the last couple of hours, so they usually end up going for a bit too much.
As for the buying things, I've got three or four things from eBay now, and i've had no problems at all. Just check feedback for the seller, provided that they are an established ebayer with plenty of positive feedback then you're very unlikely to have a bad experience. They've got a lot to lose from bad feedback so aren't likely to mess you around.