Get delivery confirmation via a signature on all goods sent, charge the customer the price of delivery, or build it into your buy it now price so it doesn't affect your margin. Also limit your auctions and sales to exclude anyone with low %age ratings, or feedback score of less than 10. This weeds out most of the scam buyers.
As for the egay fees, yes they are steep to begin with, but it won't take long if you do things right to become a bronze powerseller and get 20% discount, then 25% for a silver powerseller.
I see so many people on here complaining about egay/gaypal's fees and security, which is making it tough for them to sell their replica*s/scams and start their ghost accounts, but they forget that the reason those companies have high fees and tight security, is because of the amount of business and money they have lost in the past BECAUSE of scams/replcas and ghost accounts!
If you are a serious and legit seller, once you get through the first rounds of security measures which takes a few months, selling on Egay becomes very smooth. Gaypal are the biggest problem - they will do things like holding up transfers for 72 hours without telling you. I find the best way to get around this is deal with them by phone and not email.
Like anything in life that is worth it, there are obstacles to overcome. If it was easy, every man and his dog would be doing it. You have to be positive about your outcome and keep sight of your goal to succeed.