Dave, My collecting area (S&P's & Coin Banks) is very limited, so I have ventured outside of eBay over the years simply to find new items. Since the only things I buy can be shipped in a USPS Flat Rate box (which I once paid $200 for!) I can't say much about shipping other that it varies by auction house. Some charge (IMO) outrageous fees, others are downright cheap - it varies and runs the gamut, read the shipping terms before bidding. Buyers premiums are stated up front and should be considered when bidding, again read the terms before bidding. I've bought from auction sites including Proxibid and Live Auctioneers for at least 15 years now and know that they are only the portal to the various individual auction houses, each auction house will be doing the actual packaging and shipping of their items. I plan to continue using these sites, but the experience will depend on the actual auction house. I'll bet others here on this site can add a lot more to this subject. Good luck!
In addition, you asked about bidding. You can set a max bid in advance and/or bid live. I've done both and am very satisfied with the bidding process.