I'm aware that there are 'other' payment methods but they all have one thing in common...the buyer can ask for a refund and get it every time for ANY reason even after weeks after receiving the item. Here is the official Ebay rule page on payments, I've abbreviated the part where they take cash and MO's because that is only applicable to cars/business and industrial and a few other sections.
Our Accepted Payments policy helps ensure that buyers and sellers on eBay are offered safe, convenient payment options.
For most categories, sellers need to offer one or more of the following electronic payment choices:
Credit card or debit card processed through the seller's Internet merchant account
Additionally, payment upon pickup and Bill Me Later are valid payment methods as well.
Payment methods not allowed on eBay:
For most categories, sellers can't ask buyers to:
Send cash through the mail
Send cash or money orders through instant, point-to-point cash transfer services (that are not banks) such as Western Union or MoneyGram
Mail checks or money orders (except for items in categories specifically permitted below)
Pay through bank-to-bank transfers (except for items in categories specifically permitted below)
Pay by "topping off" a seller's prepaid credit or debit card
Pay using online or other payment methods not specifically permitted in this policy.
Scott-Ebay/Paypal will 'withdraw' funds from your linked bank account and the bank will pay them whether you have enough funds to cover the debit or not. In addition you'll have an overdraft fee on top of all the hassle to pay for too. I spoke to a guy at the bank and he said that the agreement we click 'accept' to is iron clad and gives them a LOT of power over your bank account.
As for not selling on Ebay, well I can't sell here because I'm a 'dealer', I think thats one of the rules here. Starting my own webpage?...looked into it and found it totally impractical for the kind of things I sell. I guess its like complaining about gas prices, we all do it but how many of us are going to go out and start drilling for oil and refining it ourselves?