Nike Shox are one of the hottest sellers on ebay, along with other name brand apparell.  The problem is that, just like Oakley's, there are a ridiculous amount of fake ones on ebay.  So far, I've bought 3 pairs of Nike Shox on ebay, and they are all fake.  I've contacted the sellers and alerted them that selling knock offs is against ebay policy.  Most of them say 'thank you, I didn't know they were fake,"  but continue to sell them anyways.  So in hopes of helping others, I thought I'd share my information on my trial and error research. 

• First off, check where they are shipping from.  It is almost a give in if they are shipping from Africa or Asia.  Not to say that they won't ship genuine items, but all the listings I checked from countries in those continents, the shoes were definitely fake.
• Research the type of shoe it is.  If it's trying to look legit, it will include a model type, like the Nike Shox 2.5  model.  If it comes up with a model that you can't find on the Nike, or any sports store website...you're better off not buying it.
• Price.  As much as we love getting a deal, you get what you pay for.  Unless they're used, Shox for 39.99USD are probably fake.
• Contact a seller.  Ask if the soles are plastic.  What happens in the world of fakes, people are able to get their hands on "parts" of shoes and they just patch them together filling in what they can.  A majority of the fakes out there will have plastic, not rubber, soles.  Which render your shoes absoloutely useless for any athletic use.  You WILL slip in them, not to mention leave a ton of marks on the floor.  And once you find out they are fake, but have worn them, most sellers will not accept a return.
• Look at the shoe.  If it looks like anything is not original, ie. cheap looking Nike Swoosh symbol, it's a good sign of being a fake.  Some fakes will have a raised ink swoosh, instead of an embroidered one.
• Material.  Right now, fakes are coming out with this "breathable mesh" material.  It looks white, almost like a stocking type mesh. 
• Look for the guarantee of a genuine Nike product.  Not that this will guarantee you a genuine shoe, but it makes the seller liable.  Any claims like that can get their account/store shut down if they sell you a fake.
• Shoe laces.  Go to your local sports store and observe the laces that come with Shox.  They are usually decent quality.  The fakes come with cheap looking ones.
• Eyelets.  Most genuine Nike Shox are made with quality eyelets for the laces to go through, it's not usually the generic "hole" anymore.
• Shiny plastic.  Some sellers will have shox that use a shiny material for the outside of the shoe, like a plastic looking leather.  Again, it's probably a fake. 
• Obvious labels.  Although Nike does put the words Nike Shox on their shoes, there's are usually done with plastic/rubber raised lettering.  Fakes will be using an embroidered/ink to put the words Nike Shox on their shoe.  That, and "over-swooshing" the shoe with as many Nike swooshes as they can.
• Most of these sellers will have the Nike Shox Box.  So don't think just because it has a box, or even a description, like mesh upper leather, cushioning on heel, etc...if it meets any of the above criteria, save your money.
• Foam SHOX.  In a picture it will look like the plastic part that is the defining mark of the shox line up, but a ton of fakes are out there using a foam cushioning system, which is just foam poured into the mold of the actual part.  Your cushioning should be the plastic shox part that is a hollow tube; not a foam part that looks like the shox part.  Look for this in shoes that offer shox for the entire sole, and not just the heel.
• Feedback.  Read the comments.  And if the auctions are fairly recent, click on them to look at the shoes, and see if the seller is selling anything that looks vaguely fake.

Hope this helps.  What I've found is it's not worth it to gamble and see if the shoes are fake when they arrive on your doorstep.  Especially if you're a serious player/runner.  Unless it comes from a reputable seller, it's probably best to buy from a sports store.  The biggest problem is that sellers/providers have gotten their hands on Nike parts, patterns, and they just slap whatever they can together with what they have.  They might have a supply of genuine heel cushions (the shox) and they build around that.  Or perhaps a pattern/mold for the soles of the shoes, and to save money, they use plastic to make the molds.  It's very tough to find real ones on ebay.  Best thing is, research the shoe you're looking for in a store...then hit ebay.  A lot of the details that I've mentioned here are good signs...however, some people are getting very good at duplicating a quality item as cheaply as possible. 

What you can do is look at other ebay guides regarding what to do about fake shox.  Check the serial #/model# that comes in your shoe, try and get it verified.  Now the labels can be fake too...so try and get a description of the model.  If you're positive a shoe is fake when you get it...report it.  Getting into a feedback war with a seller only results in getting your own history tarnished...and it's not worth it.  Above all, make a report to ebay.  It's basically all you can do.  Going through online mediator services (provided by ebay) is an option too, but can be very pricey.  Gives you some closure, and does settle some things...but choose your battle$$ ;)

update: as time goes by, obviously Nike has been coming out with more designs, so perhaps they are using shiny plastic now, i have no idea.  but a lot of these qualities are things to look for.  Like I said, hit a sports store first, find the shoe you want, then hit ebay, and compare it. 

pic 1: notice the mesh on the side, this was the pair I bought, it also had plastic soles.  very slippery.  very useless. also the eylets...they were just punched holes in the shoe. no eyelets. no loops. cheap laces. also, i'm not sure if this shoe has it per se, but there are quite a few of fakes on ebay that will have those 'shox' made of foam.  I haven't seen it on the heel shox, but mostly on the full sole shox.  they are usually noticed in pics by a dull, soft material.  but also, they can be painted to give a shiny plastic look.

pic 2: notice the drawn swoosh. this was a good knock off.  despite the drawn swoosh, it had all the other elements of an actual Nike Shox product. the structure of the "shox" were similar to an actual nike model, which led me to believe they were genuine. except craftmanship.  Stiching fell apart on my first run.  Tongue tore off.