You know, a local scalper was telling a collector about a profitability window on new figures. I wonder what that window is? I felt bad for the collector because the scalper was telling him point blank that he'll let him buy the Clone and Scorch from that store after the window is closed. 
If it's anything like McFarlane sportspicks, the window tops out at about three weeks, then subsides. Basically you've got a window where product is very hard to find and a set of impatient buyers on ebay (they may be geographically restricted, physically handicapped or just plain stupid, among other motivating factors). I don't get the ebay buyer mindset at all - sometimes I get burned on stuff by waiting too long and price goes up, but that's maybe 10% of the cases.
After that window closes the market is generally flooded with the figures at retail and it's not worth the scalpers time to get them from the store, the profit margin is too low. Pretty simple ebay economics really.
For us patience is all we really need, supply will come, 99 times out of 100. On occasion it won't, but that's why you're here in the first place, to talk about the stuff and make contacts.