I thought that same thing when I first heard about ordering anything on Ebay but my fiance swears by it. He buys everything imagineable on that site! Suffice it to say that I am now on a first name basis with my UPS delivery driver! I would suggest doing it way ahead of time...just in case! Make sure you find a local seamstress to do the alterations since the dresses almost always need to be fitted.
Here are a few links to buy wedding dresses online:
One other thought...go out shopping and find the dress you like. Copy down the label info and then look on ebay for the same dress. Top Wedding Questions Forum Moderator - "Write your sorrows in the sand, your blessings in stone".