Peperomia incana. Purchased 1999/2000 in a four-inch pot. This is probably the oldest eBay acquisition that I still have, though my Aspidistra elatior is a contender. I've purchased quite a few plants from various sellers over the years, several of which I no longer have. This has nothing to do with the source of the plants, but rather with the vicissitudes of life and plant care.
1. Check out the sellers. Look to see what else they are offering besides the plant you are interested in. I prefer to buy from those sellers who specialize in plants. These folks will generally be able to answer questions about what they are selling, and will know how to package and ship plants safely. Also check their feedback. Don't just glance at the numbers; take a look at their feedback page. Someone with a few negatives in their past may have since gotten their act together; someone who has been a good seller in the past may be letting things slip. There are a few plant sellers who do business at an extremely high volume, and have mixed feedback. Some of these have a number of negatives because, well, some people have really high expectations and are hard to please. Other large operations are a bit careless, but expect their high volume of sales to even things out.
2. Speaking of those expectations: Don't get carried away with yours. Mail-order plants from most sources, auctions or not, tend to be small. The best way not to be disappointed is look for listings which show a photograph of the actual plant for sale. Even better is when there is a ruler or some other size indicator in the picture. Some people who sell a lot of a certain plant use a stock photo. That is fine, but make sure that they indicate that the plant in the photo is not the one up for sale, and that they describe the size and condition of the plant you will receive in some detail.
3. Keep in mind what types of plants are likely to ship well, and those that won't. For example, I wouldn't buy a Sedum morganianum by mail order of any sort; the leaves have a tendency to fall off even with gentle handling, and one is likely to end up with a pot of bare stems and a box full of leaves. But remember, even a plant that ships well may look a little worse for wear after being in a box for a few days, but will bounce back.
4. Do not get caught up in a bidding frenzy. Keep in mind what you would pay if you found the plant in a store, and don't go over that amount. While I do participate in auctions, I am especially fond of eBay's "Buy-it-Now" feature, where you can purchase the item at a preset price, without competing with others. Of course savvy sellers put the most sought-after items in regular auctions, hoping to get a higher price than they might have originally set.
It occurred to me as I was writing that each of these tips can work for standard mail order sites as well, even the feedback part. There are sites like GardenWatchdog where one can check up on a mail-order operation's reputation.