I find buying isn't as bad. There are some sketchy people but usually they are too dumb to fool you into thinking they are legit.
I can tell by the tone of most emails who I am dealing with.
As for paying a premium to get something good like MFF - I'm all for that and do it quite often.
ebay isn't much of an option anymore for me as their international shipping program is just retarded expensive for Canadians now and the majority of the items I want are in the USA. Also there is a chance that I get hit with a customs fee and HST when the item shows up.
I'll use NintendoAge and the local retro shop which is basically priced the same or lower than ebay prices but without the shipping and I can inspect the items first hand.
I basically have two streams of $$ to put towards collecting and I put them towards different things.
I give my self a budget of about $60-$100 per paycheck to spend on newer games which allows me to pick up the Collector's Editions that I want for current gen stuff.
I also hit up thrift shops, yard sales, look for lots online, and keep what I want and resell what I don't want - any profit here goes towards expensive retro titles that I want for my collection. I find it's easier to pay market price with "free" money. I realize that it takes lots of time to buy and sell stuff but I like it and treat it more as a hobby that makes me some extra cash to grow my collection guilt free
