Well the only technique I know of with certainty is phishing. The fake Ebay login pages are getting better and more elaborate all the time, and a good phish gets them the login and password which is all they need to get in, disable email notifications, re-route the Paypal info, and list the "goods".
So don't get suckered by phishing.
I would not be surprised if there are other methods/risks, but I don't know them.