I don't use the canon's much but my other half does, so I've shopped for a few lenses - on ebay and others locations, as xmas presents and such.
I'd definatly endorse trying the 50mm f/1.8 - it's a gift. I paid about 60 pounds for it. It's pretty hard to justify the "pro" f/1.4 at about 7 times the price!
You basically need to decide if you need to go long or short.
I just picked up the (I think discontinued) 22-55mm. It's an nice range - ultrawide to normal. It was designed for the APS SLR's - smaller negative, hence needing a short zoom. I've heard it's a bit soft around the edges (not needed for APS), but again it was priced to go, and should be a lot of fun. The closest competition was the 24mm at more than twice the price.
I've bought a few of the lenses through ebay without problems. However watch out for prices, and dodgey imports:
The 50mm lens repeatedly sells for MORE than you can buy it retail (www.7dayshop.co.uk is good if you're UK based). Check the retail price at a few places before bidding. You may not be getting a bargin.
Also check where the seller actually is. I've no problem buying from abroad. I've bought quite a bit of stuff from good sellers in North America, and the Far East. I'm not even particularly worried about "grey goods". However the big gotcha is import duty - the 100 pound bargain looks less good when you add 20 pounds tax, and 10 pounds handling charge. Virtually all the ebay buy-it-now's on lenses are international sellers.