There is one special issue though about Ebay versus Greenberg. Due to Ebay the prices of truly desirable items rises (much demand, little supply) and of normal rolling stock is dropping.True indeed, and that too adds to the danger of relying solely on Ebay as a source of information. A good price guide -- whether it be for stamps, Staffordshire china, or toy trains -- is still of value long after the printed prices become obsolete. It gives you an overview of the field, and usually arranges the items in some kind of coherent order, such as by sets, date of issue and so on. A good guide can help you place a piece in context, and help you understand its place in relationship to other objects in that area of interest
Many times the posted values for items are Ebay (at least in the fields I'm familiar with) are radically out of line with what a knowledgeable collector would pay. Sometimes it's a bargain, but many times it's not.
Is that Stieff bear common or rare? Is it of historic significance or just a run-of-the mill example? A well-researched price guide can better help you decide what an item's realistic value is. And that can help you make an informed buying decision.