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For any purpose, including eBay sales, it depends on the value of the item, the ability of the carrier to prove (without getting a signature) that they not only delivered it; but, to the right address and how much you can afford to lose for the sake of not inconveniencing yourself; or, your customers with that requirement.
In this kind of situation, buyers can use what sellers call "feedback extortion" to make you act quickly, before you can even contact the carrier and coordinate with eBay, to give a refund or else they'll leave negative feedback and ruin your eBay rating. EBay rules prohibit sellers from leaving negative feedback on buyers so that's no deterrent. Once they leave negative feedback, the onus is on you to prove that they actually got the item in order to get that negative feedback expunged.
Hopefully this buyer isn't corrupt, demanding, or suspicious of you and will give you time to investigate and it will all work out. You may want to start requiring signatures on higher dollar value items so you don't have to sacrifice them to save your ratings and fight with carriers for restitution.
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