Ebay listing fees are generally not much, you can list an item for as little as about $1, on the other hand, they also have a final value fee. A percentage of I believe 10% is taken from the selling price, plus transferring money to Paypal from an Ebay sale also included Paypal fees so you would I imagine lose around $15 of your money to keep it safe, and use alot of time. WU reuires you to be 18 though, which many of Sythe's users aren't, so Paypal will always be a popular payment choice. Paypal is well known for being unsafe when buying/selling anything virtual, since you have no receipt proof to say the buyer has recieved what they have paid for. All I will say is that if your using Paypal, the best thing to do is make sure you know who your dealing with, and make sure you trust them.
When I trade, I believe the 2 best methods of payment are:
CIM (Cash In Mail/Postal Order) - Once sent, obviously cannot be recovered
Bank Transfer - If both people are with the same bank, transfer is complete immediately, and cannot be reversed, if they are with different banks in the same country , 1- 3 days.
These are the 2 safest options IMO