I like to buy through Paypal using a credit card. I figure it gives me a second layer of protection since I can always contest the claim through the credit card company.
I'm glad to hear that you got your money back. Don't feel too bad about what happened. It's easy to say "I would never do that!", but I would be surprised if there was an
ebay buyer on the forum who has not had a bad experience buying a coin. At least this lesson didn't cost you anything except a little aggravation.