westfw:
It looks to me like a 1000uH (1mH) shielded power inductor. Digikey has about 14 PAGES of these, in various sizes and current/power ratings (the latter is likely to be important.) You can probably come close by picking one that looks the same and has the same size (measure it) (or just pick the highest power rating in that size.) For a better match, try to measure the DC resistance of your existing coil and match that as well.The eBay part looks like something entirely different.
I don't have one to measure, I am just basically building that circuit myself. My gut feeling was to look for something that looked the same, now though I know what to look for specifically!
Shielding certainly is important too, this is going to be used on an FPV plane and my goal is to make all electronics as efficient as possible, and there are so many things going on in such a tight space, you have analog video on 1.3GHz being TX'd at 700mw, I am going to have a 433MHz transceiver operating bidirectional at 100mw, quite a bit of servos, motor, lights, so I want to make sure electrically everything is as perfect as possible :).