I'm in Hawaii and have many of the same shipping problems. But I'm willing to pay the extra to get something here. The thing that gets me really upset is the ebay sellers that only want to ship to the "lower 48". Hawaii is a state and it is just as easy to send a package through the Post Office to Hawaii as it is to any other state. It may cost a bit more but I'm willing to pay it.
Luckily I have purchased over 1,000 items off ebay and never had any major problem - including a $9,000 Backhoe that I had shipped from New Jersey! I've bought hundreds of drum items even from those who say "lower 48" only. After I win I just contact them and explain how easy it is to ship using the USPS. And it always works out well.
Check feedback, ask questions, and communicate. The majority of ebayers are great people and if you communicate it will have a way to work out just fine.