Hi Super, I always specify clearly in my listings and again in invoices that for buyers outside of the UK I only accept PayPal.
You can set up preferences to only accept PayPal but then I find that is rather counter productive many prefer to pay by cheque. Within the UK that is good for me as it cuts out PayPal fees, disadvantage is it drags out the transaction paying in and waiting for the cheque to clear before shipping.
I do not specify a preferred method of payment within the UK like some sellers who even refuse PayPal within the UK as I think that stops a lot of impulse buyers.
If anyone from abroad can only pay by cheque then so long as there profile is sound and the cheque is drawn on a UK bank and in sterling (you the seller do not want to deal with exchange rate details) that is ok by me.
As last resort with a genuine sounding buyer if it is not in sterling then I ask for a handling charge of 10%.
How you negotiate depends on their profile and your gut feeling.
Regarding scams Nigeria is a major trouble maker just search for Nigeria on eBay and Auctiva boards. I believe it is so rife that even if you cannot block them with shipping options even eBay will not take a complaint from Nigeria seriously so I do not bother to exclude them in writing or any other way. It really depends on your wares as from what I have seen the scams have either been related to dodgey payments for moble phones or 'money laundering' type scams after they have your email address from an invoice.
In general it does not seem any real problem selling world wide via eBay UK than selling UK only. Just be aware of the shipping rates info via the Royal Mail website where they even have an eBay sellers page with most of the links you need. Apply the appropriate customs sticker for non-Eu destinations and to label clearly with to, from, rate (i.e. small packet or printed paper). And finally and most important pack more robustly.
Be aware that although surface mail is a lot cheaper than airmail the time it takes for an item to be declared lost can exceed the time limits on disputes for non-delivery and can cause a lot of hassle. I will not ship by surface mail now after some problematic buyers.
I hope that clarifes a few things for you.