What happens if a buyer says... (ebay)?

I almost always get a delivery confirmation on items I sell, but sometimes I don't b/c it's an additional 85 cents and on lower-priced items, I don't think the buyer is going to want to pay more. Between ebay charging me fees on shipping (which I think is ridiculous) plus the Post Office charging so much, it's amazing that anyone is even buying/selling anything. I've had to raise my rates to offset fees plus pay for printer ink, tape, etc as I'm using more than I thought I would. My question is what actually happens if a buyer claims they didn't get something, and you didn't do delivery confirmation? Is it worth it to do labels at home to get the free confirmation? I don't have a scale and also would think it wouldn't be worth it, having to use more printer ink. I like it the way I'm doing it, but should I be charging more and always including the delivery confirmation? I do keep my receipts which give the location of the buyer.

Also, I've never had this problem so far (a buyer not receiving something). I would fight it if they did, but can Paypal and Ebay legally take your $ and give it to the buyer regardless?
How would I be able to prove it with a delivery confirmation? If Ebay ALWAYS sides with buyers, couldn't the buyer dispute the tracking and say it wasn't received? Just because it says delivered obviously doesn't mean for sure that it was... I do want to protect myself, but if Ebay is that crooked that it would always side with buyers, I probably shouldn't sell on it at all?

You can get a Proof of delivery from Post Office which is free.
It is surprising how cheap some of the courier services are, then you have no worries about non-delivery. Someone like Parcel Monkey.
There are probably some buyers who are professional scammers, i.e. trying to make money out of non-delivery etc. Some buyers will even receive an item and then return another similar broken item asking for their money back. It may be wise to photograph the item showing part numbers etc.