Ebay. Ever have problems with it?

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Hi, I was just wondering if any of you have ever used Ebay to buy or sell things? Have you ever had problems? Have you ever had people ripp you off and not send you the items or the payments? I'm new to ebay, I've paid for a few things on Ebay, but It's been about three weeks and I still haven't recieved the items. What do you think?