Make sure they buy it first (before they send the money), otherwise you'll be accused of selling off ebay. They need your address to post it to, so they definitely need to have bought it first!

I'd probably ask them not to mark it as paid their end as it may affect your handling time, ie. it could start from when they mark it as paid, even though you won't have received the money yet. I'm not sure what effect it has (if any) if the buyer marks it as paid from their end but better to play safe.