I have to say I get most of mine (90%) on ebay as well. It's so very fun and highly addicting to hunt/discover new things, anticipate a good price and compete, and get packages from all over the world! And as you say, for the most part, I've had good luck as well. I'm so addicted that I buy way more than I should, and should be sent to tubes anonymous. I suspect all collectors go through this ebay addiction. But who can turn down an opportunity to get a smooth-plate telefunken NOS-NIB from Hamburg for $20! or a triple mica nickle plate Mazda from the south of France for little more than shipping x 2!
I've bought most of my audio gear on audiogon though...mostly because I cannot pay full price (or even half) for all these cables, tweeks and components.