I agree there's no easy solution to this, but on the whole I would be against replicating an eBay type system as it pits forum members against one another in open competition. Unlike eBay however, everyone would know who has bid on what and for how much, and I'm sure there are plenty of members here who would prefer not to broadcast their purchases publicly. It could easily lead to arguments and bad feelings between members, which I hope none of us wants.
I certainly think the current sales forum should remain for sellers who are happy that they know what price to ask for an item, and to (usually - unless there's a good reason not to) sell it to the first member that offers that price.
However, one possibility does come to mind if some sort of bidding system were to be introduced alongside the straight sales forum. That would be a compromise between the defacto current system of first to PM wins (usually), and a fully open bidding system. Such a compromise could perhaps be that if the seller chooses to do so, they could invite PM offers for a certain time (e.g. 3 days), after which they choose who to sell to. That way more than just the first forum member to see a post would have a chance of submitting an offer, the bids would not be public, and the seller could choose which offer to accept.
I have to say, I'm not completely sure if I like or dislike the above proposal myself, as I can see both advantages and disadvantages to it, depending on your point of view. I mention it only because it occurred to me as possibly being a compromise solution, if the majority (and of course Edd) decide that's what they want.