I say eBay is your best bet to start off with because you don't have to go hunting for customers. Customers are already there.
Even though eBay fees are a bit of a pain, it's the easiest way to start dealing with customers, communicating, shipping out the products and getting paid.
It's a good way to get a feel of what sells well, what doesn't, what do your customers like or not like, etc. You can do all that up front without having to set up a separate website, without having to look for extra traffic, without having to do a lot of time-consuming marketing.
Once you've gotten the hang of eBay, got a pretty good idea of what price your customers are willing to pay, then you can create your own web store and introduce your customers to it.
Smoother transition that way.