I've sold a few things on ebay, and so far I've hadn't had major problems, but it can be really worrisome for you when you are selling something so expensive. You'll most likely end up shipping the bag when it's sold. This process always drives me crazy even though I ship with full insurance. No matter what, you must ship with full insurance in case something happens and always ask for added signature confirmation. The paypal address must be verified too. Even though you go through all these measures to protect you... fraudulent buyers could try to rip you off. I don't want to scare you, but this is something I was really worried about. Fraudulent buyers could switch bags on you... i.e. they will take a fake one and switch it with yours and then file a dispute through paypal or ebay saying that the bag you sent wasn't authentic. Paypal could take money out of your account and reimburse them and they get to keep the real bag... Perhaps I'm just paranoid... but I've heard of this happening through forums...
Even though you may not be able to make as much, I would sell your bag through a consignment store... The consignment store may suggest a sale price, but you don't have to take it. I sold a Chanel rock bag (the medium one) in a consignment store in Korea a few years ago. The SA told me that she would list it at $1000 but I said no.
She said I wouldn't be able to get more, but I insisted I sell it for $1200. It sold for my asking price. They took 15%.
When you sell your bag through a consignment store, you don't have to worry about fraudulent buyers or unhappy customers who ask you for a refund.
If you do decide to sell something yourself through ebay... here's a tip:
When I send my items out, I admit I look silly, but I will have someone record me with video at the post office showing what I am putting into the box for added confirmation. Make sure you get uncut footage of the authenticity number and the condition of the bag and you placing the bag in the box and handing it over to the postal worker or courier service. I always note at the bottom of my ebay listings that when shipping, I ship with video confirmation of the shipping process for added protection against fraudulent buyers. (I do this to scare off potential scammers!)