I've recently started making purchases from the online auction sites: Geoffrey Bell, Heritage and others. There's really no comparison to eBay. Prices are generally lower and there appears to be far fewer trashy, poorly graded, cleaned-retoned-cleaned-retoned-cleaned-retoned coins.
How exactly do they have "no comparison", what is fundamentally different? Are you experiencing auction house fees and premiums etc and exorbitant shipping rates in your purchases or are you finding the on the doorstep costs in line or better than the E?
I don't have a detailed list of facts and figures but I do have experience with both. I find that prices at eBay tend to follow the trend prices which most of us feel are inflated. It's possible to search the old auction results on Heritage (as one example) and the total prices tend to be lower.
Recent example: 1885 Newfoundland 5c, PCGS-graded at XF-40, sold for $360 USD. That's about 50% of the trend cost. See:
Which is not to say that I'm not going to use eBay any more - I've made plenty of good purchases there and have excellent relationships with a number of dealers. It's more that I was sort of intimidated by these other auction forums and I'm glad that I've overcome the activation energy and started figuring them out.