eBay is the biggest by far, so you are more likely to find exactly what you want there. However, many sellers are becoming dissatisfied with eBay policies and fees, and are using other sites, such as:
eBid
OZtion
CQout ($3 fee to register)
Overstock
This is only a partial list of auctions. There are many smaller sites; some collectible dealers have even set up their own private sites. You can google those, based on the particular kind of item you are looking for.