Deposit does NOT mean wire. (Actually, they don't even need cashiers checks...you can do the same thing with personal checks!)
You also can't rely on what people tell you on the phone. You need to go to branch and ask them to show you the deposit on the screen and how it was made.
I'm very sorry to hear you got caught with this trick. I hope you're able to find them. Perhaps the UPS account # you used can be traced abck to them (but I assume it will go to a mailing office only) but maybe they have video camera, etc and you can track them down somehow.. You must confirm the wire may sure you hear the words "wire" or "telegraphic transfer" come out of the bankers mouth. Even better, ask them to print you a confirmation showing WHICH BANK the wire came from. make sure that bank location matches with the sellers location.
My advice to anyone would be to insist on wire only (Paypal has its own set of problems but that's another story).
Good luck tracking this guy down.