Don't worry like the nervous nellies here in the UA forum. I am a 1K and I have bought SWU's from Ebay and used them with no problem. People always talk about the consequences of getting accounts revoked or losing upgrades and such but very few seem to know of someone who did. Sort of like an urban legend, save for a few rare instances. Someone will of course tell you about that "ONE" friend or friend of a friend they know who got screwed but given the hundreds of SWU's being unloaded every month on Ebay, I will take my chances.
As far as using Ebay goes I tend to avoid the guys who are obvious ticket or mileage brokers, they usually have like +500 feedbacks. I tend to buy from the guys that you know are 1k's looking to get rid of their SWU's, they don't have any negative feedback but they don't have a 100 or more items they sold in the travel section.