I have just sold 122 lots over the past few weeks on eBay with the majority going abroad. Out of those 122 I have had problems with one transaction - a mint set going to Singapore which has been lost by the postal service. Even then, the buyer was very understanding and it was easy to resolve.
Yes, it can be a stress. Yes, it can be expensive. But there are few places where you're guaranteed such footfall and, more often than not, you will get close to market value if you do your homework.