When selling on eBay you can check a box that says NO RETURNS or add it into your description.
As long as the product isn't misrepresented in any way, such as NEW in box when it's used, I don't think you'll have a problem. I have sold a lot of things on eBay without any issues.
I buy far more than I sell on ebay, so it's hard to complain about their buyer protection policies. There are actually quite a few shady sellers on there, but I have almost never had a problem getting a refund. The only exception is when I accidentally bought something that shipped from China, my advice is NEVER do that because return shipping is not something to get involved with.
Always stipulate in your listing that you will cancel any bid by a Ebay'er with little or no feedback and/or one who has negative buyer feedback. Personally I would not sell to anyone with less than 10 feedbacks/transactions and neither to anyone with negative buyer feedback. That should weed out many of the scammers.