There's more information about why I think buying wine this way is safe and fun.
I have had a try with Ebay recently and discovered their eBay Stores service. Wine merchants (and other sellers) set up an online Store and sell their wine, either as fixed price "Buy it Now", or as a traditional auction.
There is a huge advantage to buying wine online this way. eBay maintains a massive feedback program. Buyers can check out the credentials of sellers. The scammers and rip-off merchants don't stand a chance.
I found one standout store in Australia, Tassie in fact, but they will send your wine for a very reasonable rate. They get feedback from about 70 customers each week! And it is 100%.
Visit this highly rated eBay Store.