My wife and I own a gun/antique shop, and we sell and buy on Ebay, and it is a large part of our business. On Ebay we have been selling a lot of old military documents, records, books, and shooting/reloading related items and have been fairly lucky with only a few bad customers and one bad seller out of about 1,600 transactions.
You stated, "When you see that those sellers always have the same bidders that never quite seem to make the winning bids you know there is a shill. Look for these buyers on similar auction items and they aren't interested. You have a shill." This is not necessarily true, as I have had bidders that have repeatedly (more than 20 times) bid on similar items of mine and not won them. Most of this is other dealers trying to "bottomfeed" and get lucky on an item for a great price. It is occassionaly successful and therefore worth their effort.
That said, there are lots of lowlifes out there using shill bidders. However, they are in the minority, and we have had many GREAT experiences and made many good contacts and even a few friends. We have shipped items all over the world and have enjoyed ourselves immensely.
I'm an avid Ebay buyer. Shilling is not a problem for me because of my personal buying philosophy. The big problem with Ebay are sellers outrageous shipping/handling charges. I just will not bid on their items. Bidding early on an item is mainly to be on board and find if other bidders are using the max bid system. Sniping is a lot of fun. Winning in the last few seconds is exciting. I never bid more than I'm prepared to pay immediately.