Lots of people here think that can lead to a linkage, although there isn't any conclusive proof. It's always better to err on the side of caution though when dealing with financial matters.
What I do most of the time is just email the buyer a return shipping label. Every once in a while I will need to message my address or phone number to a buyer, and in those cases I type it out in MS Paint, save as a .bmp, and upload to the ebay message as an attachment.
Never had any issues with that. But anyway, I prefer to put my return address in my account details, and place wrongly written street name, country, etc., like "strit" instead of "street", "Hollywud park" etc.
I have done that for awhile without any problems.... IF the return goes to plan and you and the buyer are happy. But if there is a dispute for any reason (ie never received the returned goods) eBay can go back and read your messages aswel as the buyers messages to resolve any issues. Just keep that in mind!! Im currently using my sisters address and paying her 10.00 a month to use her address
Like aksalesonline , I was always weary about putting my real address in there