I've bought lots of games on Ebay, and never had a problem yet... but then, I buy old games- usually still sealed in the retail box.
If in doubt, contact the seller and ask about the condition of the CD/CD's.
Also, I've found some really good deals at several Half Price Book Stores in my area- but I don't think they have any outlets in Chi-town.
You could try posting a wanted ad in the traders forum here, maybe someone has what you're looking for. From my experience, newer games normally go for around 1/2 to 2/3's of their retail price- old games go for much less.
I've got a bunch of games that I'd like to get rid of, just haven't had time to post a for sale thread. And I'm sure I'm not alone...