I have had great success on ebay and Aquabid, though I know I am fortunate. I think in many cases if you find a seller on these auction sites that has a good reputation with loads of positive feedback, then you are safe, and you can get exactly what you want from a reputable breeder. Armkes is a great example - they are one of the most well respected African cichlid dealers in the US, and they will have auctions on Aquabid.
The best thing to do is to narrow it down to a particular fish, find a dealer on Aquabid or ebay that has a nice long history of positive feedback, post here to find others who have dealt with this particular seller, and get your fish from them.
If you know what kind of fish you are looking for specifically we could direct you to sellers that we have dealt with, so post back and we can guide you.