I had an eBay Setup and upgraded to the NRG Setup on my Civic. The eBay setup does the work, but it does have its downfall. It's like you said, it has play in it.
You're talking about life and death here, I hope you value your life at the minimum $300 worth. Suppose that the wheel comes loose on the highway doing 80mph, what are you gonna do then? Just spend the money, and do it right. If you do not have the money for it, easy, put the stock steering wheel back on and save up until you do. Then buy the NRG, Works Bell, Sparco, MOMO, or any other legit setup and run that.
I had the NRG Short Hub, NRG V2.5 Quick Release, and the NRG Quick Lock all this paired to a Personal Grinta steering wheel. I loved the setup, and it was all money well spent. If you're interested, I still have the NRG Quick Lock with both keys for sale, check my threads.