a) Get a PayPal account. Most sellers on eBay now use it/have it as a payment option. There are even some sellers who will ONLY accept payments through PayPal. PayPal is owned by eBay, so you know that it's fast AND secure/safe.
b) Try to only deal with sellers that have really good approval ratings (indicated as a percentage next to the seller's name). I personally have never bought anything from any seller who's rating was lower than 90%. Anything lower than that, the risk obviously increases.
c) If the seller's rating is anything less than 100% positive, check out the comments that were left for him/her by the other people that bought his/her items. Obviously, you're wanting to focus on the negative comments, and why those comments were left.
d) Take advantage of the "Ask the Seller" function BEFORE you make a bid or buy an item. It lets you ask questions about the items themselves, shipping costs, if they can actually ship to where you live, etc without having to pre-commit.
e) Take the time to FULLY read EVERYTHING on the item description pages, including ALL of the information on shipping and stuff.
f) If/When you win or buy an item, send the payment PROMPTLY! A fast payment will often mean you get your item sent to you sooner.