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Check the classifieds on the various HD forums, many times the guys will post their items before they put them on Ebay. So far I have found purchasing from another forum user has been a lot safer and far more dependable than Ebay.
The only thing power sellers on Ebay have is the ability to keep their ratings up, for example they may sell you something with a money back guarantee but you pay shipping both ways - and they make money from the shipping. Yes, it keeps their ratings up and they still make money but you lose. The only advantage to Ebay is they have more people selling items.
If you really want "New" here are some of the sites I check whenever I want to buy new OEM parts:
I have mixed feelings about them: for about $300.00 I purchased a set of Vance & Hines True Dual headers that came with heat shields. They fit really well and looked really nice, you may consider going that route. Likewise, http://www.jirehcycles.com/ might have inexpensive aftermarket shields.
Yeah, I paid around a bill on eBay for a complete 07 FLHT-something exhaust with <500 miles on it, which fit perfectly on my 86 FLHT. The heat shields were basically identical. Actually, the main difference was the oxygen sensor bungs and the mufflers had a different thread pitch than the 86 mufflers. They went to a coarse thread instead of fine, same size bolt.
7 Surprising Harley-Davidson Products that Are Not Motorcycles
Slideshow: The bar-and-shield logo shows up on far more than motorcycles, some of the company's most unexpected products have nothing to do with riding.
Slideshow: From the troubled AMF years to modern misfires, these bikes earned reputations for reliability issues, questionable engineering, or disappointing performance.
Crazy Bunderbike Build Looks Amazing, But Is It Impossible to Ride?
Slideshow: The Swiss custom shop has taken a Harley Softail and stretched it into something so long and low that it looks closer to a rolling sculpture than a conventional motorcycle.
Engraved Rebellion: Inside Bundnerbike's Glam Rock II
Slideshow: A standard cruiser becomes an intricate metal canvas in the hands of a Swiss custom house known for pushing Harley-Davidson platforms far beyond their factory brief.
Slideshow: Harley-Davidson's challenges aren't abstract; they show up in dropping shipments, shrinking dealer traffic, and strategic decisions that aren't yet translating into growth.