Buying parts off Ebay

I've been looking at parts on Ebay, like tail lights/headlights, cold air intakes, grilles, etc. I stopped at a truck accessories store today and was surprised at how much more the prices were. I've seen tail lights on Ebay for $40. and he's telling me $140. He said that the cheap ones the lenses fall off or get moisture inside.
The air intakes are $20. on Ebay and $250. in his shop. Aren't they just an alum. pipe with some clamps and a filter?
Is there that big of a difference in quailty?

I don't want to buy junk but I'm on a pretty tight budget.
Anyone have any horror stories from Ebay parts?