You can occasionally buy gold coins and bars through eBay. The...

You can occasionally buy gold coins and bars through eBay. The premium varies markedly, with the coins usually having a higher premium than the 1-oz bars (which aren't as pretty!).

So far I've picked up three Krugerrands and a few other coins and bars at just under $900 each; this compares favourably with the prices charged by various outlets. Still a fair bit over "market price" for a gold ounce.