You can absolutely do deals like this outside eBay, but do not use the eBay messaging system to make them.
Basically, if you have something listed on eBay and you or the buyer try to take that deal off eBay, that's a violation of the agreement you made with eBay (and, in my mind, totally tacky besides -- eBay found you that buyer for that deal, they deserve their cut.)
HOWEVER, once you have sold something to an eBay customer, there's nothing wrong with you or that customer contacting each other OFF eBay (like using the email address you have for him thru PayPal) to make a separate deal that has nothing to do with an existing eBay listing. eBay may have introduced the two of you via the first deal, but that doesn't mean they own the both of you for all new deals going forward.