Hi Johnny,
When I began I sold on eBay and also through my own web sites. I got LOTS of customers on my web sites via ebay. I have a few tips.
1. Cross-promote your outlets. Give your ebay shop name the same name as your domain name without the .co.uk or .com. eg my web site was letshavefun.biz so my ebay shop was LetsHaveFun
2. Use images on the ebay listings (use turbo lister for speed) which use your web site graphics/logo. Again, without the .com etc to avoid upsetting eBay but enough to get a few curious potential customers to google your name.
3. You can post your web site details on the about me pages (check this is still true!)
4. In every sale you make put a little flyer or note saying something like "For the full range of goods visit...". I also used to put a note on the sales receipt saying prices were cheaper at my web site since I did not have to charge the ebay fees. You'd be surprised at the number of people who forget you pay fees and this is reflected in the prices.
5. Give a little something with bigger orders to get the customer to visit your web site like a sticker or freebie with the domain name on it. Maybe more relevant if you are selling something where repeat custom is likely.
6. Be sure to use your web site name on your emails and any paper documents you send the customer. Remind customers who you are, where they shopped.
7. I put a strap image down the sides of my images on ebay with my shop (and thus domain) name.
8. Make sure your email signature contains your web site address.
9. Don't put any links to your web site or your email address in the listings. Even if eBay don't spot them, your competitors will and they will report you: it can be costly in money and time

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That is all I can think of right now. I no longer sell on eBay but it is worth doing!