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Where do you buy your OOP sets?
Previously, I've only bought OOP (Out of Production) sets from three sources: ebay, bricklink and a smattering of other online stores. Here's my thoughts:
eBay - I'll admit it, I love ebay. I know a lot of people rag on it, but for me I've found it be consistently be the best place for me to buy. To my knowledge, they are also the only source for auctions, which is a great way to occasionally grab a bargain. Now I know that ebay has been flooded with powersellers who shun the auction for BIN (Buy It Now) lots, but nobody forces you to buy from them. I have bought very few sets using BIN on ebay, a few that I considered to be fair market value, but the majority seem to be over-inflated. Auctions is really where it's at with ebay, where the market really is dictating the worth of the item. I've probably bought over 75% of my OOP sets using ebay auctions, and whilst nothing in particular stands out as a total bargain, it's rare that I come away feeling ripped off.
I think a lot of people don't like ebay, certainly people who sell on it anyway, because of the high fees. If using PayPal as the payment method, by my calcualtions it's around 13-14%. Do I think that's high, well yes, but what people need to remember is that the size of the audience you are reaching. How else are you going to be able to market your item to literally millions of people? Marketing costs money, and suddenly 14% doesn't so bad.
The level of buyer protection these days is also crazy good. I'm sure sellers hate this, but for the buyer using PayPal to pay for their items, you're pretty much covered from every angle. I recently had a set from the US not turn up, depsite the reassurances of the seller that it had been shipped, to cut a long story short, I got a full refund from ebay (including shipping) and it's now up to them to chase the money back from the seller.
Reading this back, it seems like an advert for ebay, this was not my intention, just my personal opinion. I've made over 300 transactions on eBay (not all Lego it should be said) and I've only ever had 1 item not turn up, and I've only been genuinely disappointed with my purchase on maybe 3 occasions. For me, that's a better satisfaction rate than many other large retailers, who seem to think it's their duty to get your once pristine set into the worst shape possible during transit (i'm looking at you Tesco Direct!).
Bricklink - It took me a long time to make my first purchase on Bricklink, I had been using it for a while to help me determine the market value for sets, but something about the way the site looked was preventing me from buying anything there. I also didn't like the fact that you couldn't be sure how much the shipping was going to be before committing to buy the item (I realise now that this was more of a hangover from using ebay so much where it is common practice to over-inflate shipping costs). After reading more forums I came to realise what a valuable resource Bricklink, particularly for individual bricks. I finally broke my duck with Bricklink maybe around a year ago and have used it around 30 times now, although a lot of those are for bricks rather than sets. I have found all of the sellers I've used to be excellent and only had one lost in post scenario which was eventually re-sent at the sellers cost. Since Bricklink is exclusively BIN, it is inevitable that you will have to pay more than in an ebay auction. However, if you're comparing BIN prices directly between eBay and Bricklink, I would say Bricklink probably has the edge. This is maybe because as a Bricklink seller, they only have to pay between 3-5% compared to ebay's 9.9% on the final selling price (I'm not factoring in PayPal costs here which are the same for sellers on both sites) and so don't feel they have to charge so much for the set in the first place.
Other avenues - Not got much to say here, I've bought maybe 2 sets from other retailers, I think I've used Amazon Marektplace once, a site called SP Models who had an OOP set in stock a few years back and that's about it. When I first got into collecting, Tesco Direct seemed to have a few recently OOP sets on sale for 1/2 price, but ever since then they seem to have realised the true worth of Lego and have (unfortunately for me) bucked their ideas up. There are quite a few sites out there selling via thier own websites, although often they will also be selling via other channels such as Amazon Marketplace and PlayTrade (Play.com's take on the Amazon Marketplace). I've generally found the prices on these sites to be exhorbitantly high so have stayed well clear.
So, that's my two-pence worth, thanks for reading this lenghty post, and I'd welcome your thoughts and in particular would love to hear about any untapped gold mines that I've missed :o)