I have bought an iPhone 4 and iPod Touch (latest generation) screen on eBay and both times got exactly what was ordered. I don't think either order was more than about $50 and they usually come with the tools needed to perform the work. Often times they also have a link to a web site where you can see a good tutorial on how to do it.
I will warn you though, it can be much trickier than you think to replace the screen on an iPhone. I know a few people who tried and ultimately sent them out for repair. Sending it out, the only place that I would recommend is
brokemyiphone.com. I have never heard of them doing bad work and they often give away free repair work on
9to5mac.com.
You can also take them to a local Apple store to have them done. But if you want to try it yourself, buy the part from eBay and just settle down for some good reading online to get it done. Good luck.
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