You could always start your online buying using the trader boards here or The High Road. I've only done a few deals here. Some of the best places to try are Gunboards.com (excellent transactions there), AR15.com (also had very good experiences there, too), S&W Forum (outstanding), Sig Forum (not just for Sigs, either), Ruger Forum (only done a few deals there, but great people), and some smaller boards like Massguns.com and Northeastshooters.com.
This is how I've done all my online dealings so far, and there's been a LOT of them. I haven't tried the auction thing since it seems a little impersonal to me anyway. With the trader boards, you can talk to the people (phone conversations are fairly regular and always welcome if you want them), and you can exchange e-mails with a million questions if you want, or to request more pictures.
One place to stay away from is CSP Guntalk. I've been involved in three deals there, thankfully all low dollar items like magazines, and have had all three of them come in damaged, and two of them were definately that way when shipped. The sellers drop off the face of the earth and won't return e-mails, except for one. He said he would ship me a replacement AR mag that was damaged in shipment. I paid extra for them to be put in a box and packaged correctly, and shipped Priority Mail. Well, I got them in parcel post in an envelope, damaged. Although he promised to send a replacement, I never recieved it. Oh well, I'll just chalk it up as a learning experience about a very unfriendly board.
All the other boards I've mentioned are outstanding and have friendly people there. They are a great way to start your online dealings, and you may be like me, and never use the auction sites.