There are plenty of success stories, but quality and quality control are the key things to consider. With a known brand you have a degree of certainty in both these aspects, whether good or bad depending on the brand!
Chinese stuff from ebay is likely to be much more of a lottery, but certain sellers seem to have gained a semi-reputable status. I think Weight Weenies has a guide to retailers. I certainly wouldn't go randomly buying cheap ebay wheels.