Has anybody been swindled by an Ebay seller and what actions can one take after the event?

I recently paid by bank transfer for an expensive item on Ebay, up until the time I’d parted with my money I was in regular email contact with the seller, after I’d paid…. nothing. I get no reply from the seller and Ebay are just not interested because I didn’t use PayPal. What can I do? I already know I was naive and stupid.