I don't take Paypal. I clearly state this in my Auction Terms. In my email communcation with the winning bidder, I state that I only accept payments via check, money order or Bidpay.com.
But yet it never fails - I end up getting "You've got cash!" email from Paypal telling me that money is waiting for me, and to sign up to claim it. I get so tired of emailing the buyer and telling them "Sorry - please cancel your PP transaction. As stated in the listing, I do not take Paypal." blah blah blah.