regarding member requesting to pick up item from me

A member has contacted me through eBay message system, they have asked if I have a pick up address so that they can pick up themself. I have answered them that they must still purchase through eBay then I will contact them. My question is I am assuming that when they get here they are going to ask for some money back as I was paying the postage myself so they may say I am saving on the postage, now I don't have a problem with that but what is the eBay protocol, further, how do I cover myself in case they pay on eBay, then pick up the item but claim I didn't give them the item   . Thank you for any assistance       .