Matt,
Besides eBay, Brasstrains.com is probably the best known vendor of new and used brass locomotives, rolling stock, and structures. You will generally pay "full market value" for items but they are a very reputable company and you will know what is wrong with the item before you purchase it. That said, you can find some very good deals on older brass and undecorated models that you are willing to put some time & work into - e.g. lubrication, converting to DCC, paint & detailing, etc.
If you are in the market for a particular brass model, Brasstrains.com has an alert feature that will send you an email letting you know when that model is available on their website. However, you might still need to act quickly if someone is also looking for that same item. I've seen desirous models get snatched up within minutes of being posted to the website.
There are a few other brass vendors on the internet but I think Brasstrains.com is the best and you can search their website according to prototype, model, importer, etc.
Tom
