"Why is eBay using a shipping method that costs so much?"
eBay does not determine the shipping method., Each seller does. Many require more expensive methods offering tracking to protect themselves.
If you feel the seller could use a cheaper shipping method, I suggest you contact the seller and ask. Some may agree with your request but most will not.
"If eBay has a Canadian site, eBay.ca, why is the payment in US dollars?"
The currency is determined by the seller, not eBay. Most American sellers list and sell in US$. Many Canadian sellers prefer to use US$ since most of their sales are to the USA or worldwide where US$ is best understood.
A few Canadian sellers listing in US$ may agree to accept equivalent Cdn$ in payment but you must get agreement from the seller prior to making your purchase or placing your bid. The eBay and PayPal systems are set up to accept payment in the currency of the listing and it is time consuming to transact in Cdn$ if the listing is in US$.
Hello 'winepress',
Gosh, I've enjoyed your posts today. I'm always up for a bit of humour. 
<<my growing list of negatives with buying on eBay;
- Currency conversion markup>>
Well, if you're just not happy here there is nothing anyone can do to change how you feel. And you do make a lot of
truly good points, - issues that have been brought up frequently everywhere on the boards.
But okay, - currency conversion. Any time we buy in something other than Canadian $$, there will be the conversion
rate plus a bit of mark up. Ebay is actually one of the 'milder' places.
I have a favourite online bookstore I buy from and items there are all listed in US dollars. It is the currency of the site,
and not chosen by sellers. On Jan 18 my purchases there came out with a rate of 1.491048593. That's nearly
a buck and a half for every listed US dollar. Ouch. My credit card charged that. My Jan 18 ebay purchases were
converted by paypal which were actually less.
The dollar was really low then, but paypal's conversion rate/fee was slightly less than what was charged by my card.
More to the point is that you won't find many online sites not selling in US dollars (or other currencies if you shop in
Europe). In Canada I can think of one, maybe two.
<<- Expensive shipping because of the Global Shipping Program>>
Haha, no argument here! But that's a reason to avoid GSP items, not ebay. Just set up your Search for Canada Only,
or when using North America, train your eyes to skip past those GSP listings.
<<- Expensive shipping compared to large online shops where shipping is mostly free for larger orders>>
But what if you don't want a larger order? And you know, of course, that shipping is never "free", not anywhere, --
it is simply included in the price.
Ebay does not set the shipping prices, - the world's postal systems does that.
<<- Inconsistency in buying experience in that you are often dealing with different sellers >>
Well, I suppose if you see that as a 'bad' thing. . . .
<<- Winning the auction and sending payment to an unknown person with an unknown name, address and contact
information, yet the seller knows my name and address>>
If you are fearful of this aspect then yes, dealing online with strangers is definitely not for you. But even so, handlers at
those large sites you mention will also see your name and address. After all, how can anyone send you anything without it?
But you're not seriously suggesting that someone is going to get on a plane and show up at your door because you once
bought something from him on ebay, are you?
<<- Non-responding sellers, shill bidders, fakes and fraud and no warranty >>
True, so true, can't argue with that. Well, I'm not "arguing" with any of it. 
But certianly you need to choose
your sellers carefully. There will always be those kinds of people in the world, not just here but outside of ebay as well.
It is as old as humanity. In all your financial transactions you need to use your smarts.
<< - Sellers that don't provide the tracking number when the shipping is tracked>>
It's annoying, you bet, especially for people who want to be available to receive the item because finding a slip of paper
on the door means having to somehow get to a postal outlet. For people who don't get around well, this is a whopping
inconvenience and may even be expensive.
So the wisest thing to do is ask the seller for the tracking number for those items that were costly enough to have one.
<< - Sellers that ship items in just plastic bags not even a box>>
Haha, okay, you got me there. I once had a seller mail a large porcelain plate from the UK in a plastic bag. Most shocking
of all is that it survived the trip.
<<- Sellers that take weeks/months to package the item and go down to the post office>>
Do they? You'll know by the postmark when it got into the system (not by how long it takes to arrive). Occasionally a
seller is unaware of paypal's 21-day hold on funds for new sellers and thinks that the problem is with the buyer's
payment and won't ship until that time has passed.
Weigh that up against some of those large retailers who have items listed that are not in stock but will accept orders
for them anyway. Months go by until the large retailer finally concedes that the item will never be made available and
the order is cancelled and the buyer not charged.
It's just not a perfect world. 
<<- Sellers that don't answer questions or half-answer questions or take forever to respond >>
And you have had fast and detailed responses to you inquiries on those other large retail sites, have you?
Maybe you have. I, on the other hand, have no difficulty at all with responses from ebay sellers. Sure, there will always
be the odd time when someone does not answer. I take that to mean he does not want to sell to Canada and so I am
always delighted to find another seller.
<<- Never-ending annoying and ridiculous bugs with the eBay interface>>
I blame technology. I have sometimes been to the bank and they cannot complete my transaction because the
system is down. It happens on ebay, perhaps because the whole thing is so big. I just don't think that this infuriating
technological set-back is sufficient reason to shun ebay, but that's me.
If you simply don't want to shop on ebay then no one can change your mind. But when you make an online payment
it is always processed by paypal at the checkout, whether from a paypal account or directly from a credit card.
Those thieving hordes of strangers you are worried about never see your payment information. If you do not want them
to see where you live you can always get a post office box. Canadian post office boxes (those inside a post office or
postal outlet like in a Shopper's) are as safe as a bank vault, and about as fiercely protected.
You can have a wonderful time on ebay, payments are as safe as anywhere (safer than a lot of small private sales sites),
just choose your sellers carefully, read their feedback - are there any genuine complaints? When asking questions be
clear, concise and polite, and give them ample time to get back to you (they have real lives, most of them).
Decide what is most important to you (low costs, safe delivery, privacy, etc) and set up your searches accordingly.
Conduct yourself to get the most out of your shopping experience by focusing on the issues that matter to you.
And always use your own brains.
