I've probably been to 150 or more shows over the years and I like being able to pick up and closely examine a marble before buying it, or possibly dickering on the price or working out a trade. I also value the friendships that I've built up over the years.
That said, I've also bought quite a bit on eBay and from Alan because I trust his grading. I have also consigned to him and found that he often gets better prices than I could get at a show, even with his commission. I've also bought from auction catalogs. If you're a serious collector you use all venues.
My current problem with eBay is that most of the sellers don't know a collectible marble from dog doo doo, and I wind up scanning a half dozen pages before I find something to bid on. It's worse than garage sales.
But like the old joke about the guy who tells his friend that he's going over to Joe's poker game: His friend says not to go because Joe runs a crooked game. The guy says "I know, but it's the only game in town".
Like gambling, marbles are addictive and for many eBay is the only game in town. Enjoy the search. Art