i see where your comming from but i guess it depends on what your selling judging by your reply. It works for me as i'm the only one in the UK doing what i'm doing so, its only bound to happen that people will get onto my website from my ebay page, apart from one of my customers who sells what i make (£10 dearer!!) i've not got anyone else on ebay selling what i have which is great.
But with Craft related items you'll find 1000's of listings so i guess you you it will be a lot tougher and perhaps this idea may not work with your type of listing.
The gist of it would be to have a slightly higher price tag on ebay than you would have on your site even by £20, people will go to your site to pay, but i guess your trying to sell on ebay too, so your prices would have to remain competitive to others, but worded correctly you can still pull in ebay viewers via a well placed link on your site, but make sure you word it correctly as ebay get a bit funny otherwise.