It's against eBay policy to advertise items for sale elsewhere whilst they're being listed for sale on eBay. Therefore, if you were to end the listing on eBay and sell the item elsewhere, if eBay were to find out that you'd gone ahead and completed an off-eBay deal you would be penalised as a result.
In my opinion you should let the listing run until A) The item sells as a result of the item receiving bids and the winning bidder paying for the item or somebody commits to buying the item using the Buy It Now option, depending on whether it's an Auction or Buy It Now listing, B) The listing ends with the item remaining unsold, or C) You end up agreeing to sell to a buyer as a result of a Best Offer or a counteroffer being accepted by the buyer.
Unless the listing ends up running its course and doesn't find a buyer on eBay then you cannot sell the item elsewhere without breaching eBay's rules with regards to selling. Therefore, just let the listing run its course and see what happens before you consider selling the item elsewhere.
