^^^ buying through eBay can sometimes be nerve wracking and your concerns are warranted. With that said, I would say 99% of us have shopped or sold on eBay and even with some problems, tend to be reoccurring customers because of the great deals.
When you pay through eBay, you generally pay through Paypal who will have all your personal information but the seller will not. The seller will get paid but will only know your email address and name. Of course, they will also have to know your address to send your package to you, but that is common sense.
Either way, the deals on eBay and Bonanzle are great right now and are especially good for older styles. Good luck in your search!