I've bought tickets from Ebay once or twice.
The last time was for Rush in Glasgow for the UK 2004 tour, I guess I bought about 1 week before the concert, and paid very little over the ticket asking price, if not the asking price, cant remember? Of course 1st class recorded delivery next day was demanded allowing for delivery time.
Those Rush Tickets sold out in a day or two 9 months before the concert, as I recall? But I guess I got a last minute ticket from some poor soul who finally realised they couldn't make it for one reason or another?
My latest price watch on Ebay is for David Gilmour's tour, again for a Glasgow ticket, so far the exploit entrepreneur's are asking silly money, these original tickets sold out in 1 hour for the whole UK tour, and now get in excess of £200 each on Ebay. Goes without saying, check the sellers feedback score before bidding.
I *think* its about 2 weeks or so until the Gilmour Glasgow concert? Some folk are bound to realise they cant make it at the last minute and put the ticket up on Ebay. That's what I'll be looking for, if they can do next day recorded delivery at a reasonable price, I'll be there for the concert.
One last tip is to call the official ticket agency or venue itself, often ****-ups are made and last minute tickets can be had for original selling prices, though I guess the entrepreneur's are aware of this fact now as well?
Good Luck.