What links are considered unnecessary? Mostly thoes in fan sites section.

For example: http://www.metalformaniacs.com/ - Discography for Collectors. People constantly add them to metal-archives even though they are completely superflous. Metal-archives lists most of the releases, and there is no new information on those sites.

Should they be removed, or just leave them there to avoid the hassle of users adding them again?

Remove them.

Some guy has been adding Ebay.com as "official merchandise", that's as low as it gets.

If anybody catches him doing it (this goes for staff and regular users alike), please let me know so that I can destroy him.

I saw it as well, but sometimes this has been used before to provide information that the demo exists. It was not added in the additional notes, but instead as a link.

could at least have linked to that particular auction, instead of simply "Ebay.com", don'tcha think?