When I bought my i330 off EBay, the seller gave me the ESN so I could confirm it wasn't stolen or anything like that. I think it's a reasonable precaution.

The big thing to consider is whether or not you'll be able to get Sprint's equipment replacement plan with the phone if you get it off EBay. I don't know what their policy is on that, but it's something to check out.

I got my (brand new, not refurbed) i500 yesterday by taking my broken i330 to a Sprint store and asking for a replacement. Having the insurance is a good thing!