We all develop our own style of working on e-bay. Here, in the U.S., I send an invoice for every sale as soon as I'm notified via e-bay that something sold. I add a person message to it... thanks and all that. Additionally, the invoice is about the only way a person paying with other than PayPal has of knowing where to mail the check (cheque). Personally, I never use anything other than PayPal and have avoided lotsa problems. (Additionally, I always include a 'shipping invoice' when I prepare the shipping lable... I just thinks it's a nice touch and often receive appreciative comments when the buyer leaves feed back...)
The only times I don't send an invoice is the times that the buyer pays immediately, before I've had the chance to read the sale notification from e-bay.
Good luck!