Most of the tickets on ebay are for sold out events and care should be taken when buying tickets. Always read the whole auction, some of them are very long, take care with these auctions as they may have hidden clauses in e.g. face value refunded in event of cancellation when you paid a lot more than face value.
Always check face value, the section of the tickets and check that if the tickets are not in hand confirmation email will be forwarded. Sellers WILL NOT provide this information beforehand as someone has suggested, they normally provide it on receipt of cleared payment.
Types of auction: Buy it now are often the best as you get tickets right away and usually pay less than auctions. Auctions are good as may get for less than face value esp if concert is very near.
Methods of payment. Obviously paypal is fastest and best if tickets are in hand. However, paying via paypal for an event 6 months down the line e.g. Robbie Williams went on sale 10 months before concert and are not expected in hand until 4 weeks before concert. By that time the seller may have been suspended and you cannot claim a refund on paypal after 90 days. I find chq is always best - that way you know where the person lives and are sure it is there name, as someone will have to bank it.
Feedback is a very good indicator, check what they have sold in the last month and how many negatives from buyers they have. Powerseller status is good, but not imperative.
If any doubts ask questions, if no response is recieved then do not bid as if they do not want your business take it elsewhere. Hope you get the tickets you want and it's a smooth transaction whoever you buy off.