I am using ebay for small purchases for years.
I had only one dispute with a seller from UK (combined purchase and not everything sent, the item was faulty and then he was reluctant to send my money back), and I was not the only one who had problems when dealing with this guy.
But overall, my experience is very positive and I never had any problems/issues you are mentioning (privacy and so on).
I never sold anything on ebay, though.
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