We use the USPS or FedEx web sites to estimate shipping costs. For us, FedEx is usually cheaper when shipping larger packages. Keep in mind there are limits to how large a package you can ship (it varies by company) and shipping costs can jump significantly for the larger packages. Info on package size limits are available on the web sites.
We've sold a number of things on eBay and we've learned to make sure we can ship the item in an acceptable size box before we list the item - otherwise you may be stuck paying the high cost of shipping the item.
Often, our item description gives a flat rate for shipping to any location in the US (e.g., $9.95). For larger items though, we state that shipping costs will be added to the winning bid based on the winning bidder's address. Since we live in Ohio, shipping items to Alaska or Hawaii can get expensive. We also state that the winning bidder is responsible for paying insurance on the package and should include that in their payment if they wish to have insurance.
Now if you sell any books, shipping costs are much cheaper since there is a separate "book rate" from USPS.
It does seem confusing at first but after selling a few items, it does get easier.
Good luck!