" “eBay” is a funny word.  Even when I start a sentence with “eBay,” I don’t capitalize the “e” even though I often see it printed that way in the mainstream media.  I often feel a twinge of panic when the Wall Street Journal uses the upper case “E” when they begin a sentence with the name of the popular auction site — but I don’t change my ways.

Sometimes you see authors write ebaY with the upper case Y.  This seems reasonable considering that’s how they spell it in their logo.   However you never see it spelled that way on eBay."

Extract direct from an eBay page here:
http://ebaytradingassistant.com/index.php?page=userAgreements&type=taSG

Details are important. Even the way we write the word "eBay" can help add consistency to our brand and reinforce brand attributes. That's why in the majority of cases the name "eBay" should be written with a lower case "e" followed by an upper case "B" even when it begins a sentence.