I would strongly recommend buying through a licensed real estate broker like The Timeshare Store. (We've bought through TTS and were very pleased with their professionalism.)
If you do, any payments you make will be held in escrow until closing by a reputable company in a tightly-regulated industry, and you'll have no problem getting your money back if the sale doesn't go through for some reason.
Sure, you could arrange things through a seperate escrow company, closing company, etc, etc, but why bother? And why would you want to explore a major purchase like this
without the assistance and expertise of a realtor who specializes in
DVC resales and knows all the nuances?
As a buyer, you are going to pay the same price either way. You have to pay a price high enough to clear ROFR, and you're not paying a penny in commission. Why would you go through eBay?