You can file a report with the FTC, but if you want your data to be used to catch the bad guys, the Internet Crime Complaint Center (IC3) is a better bet. Run in part by the FBI, the IC3 data is used regularly by law enforcement to link together large schemes. The more factual data you can report about your crime, the more useful it will be to police. Sometimes a single fax number or eBay ID can help crack open an entire case.
The FBI is most interested in crimes that involve malicious software, phishing, and child pornography. Spam and auction fraud get a lower priority and, worse, if you're the victim of an auction fraud, the odds of you ever getting your money back are very low.
Still, if you're rigorous about documenting the crime, and you fill out that IC3 complaint, you just may be helping to bring down your criminal -- some day.