Hi Neil,
I would suggest a change of tact, move away from trying to establish an independent website and use other sites to do your marketing. As you have highlighted, it can cost a small fortune to market your own website by advertising and it takes time, so a limited budget will get eaten up quite quickly and will usually care little or no results at all.
Even though you've only had limited marketing on eBay, you seem to have had positive results, and I would encourage you to seriously consider using that platform, along with the others you currently are.
Yes, with something like eBay the competition may be strong in your genre, but the traffic flow is already there. You of course have other factors to consider, such as making sure you are competitive, you provide a first class service and that you look for every possible edge to give you an advantage over a competitor selling in the same genre.
Develop a mailing list of your customers, send out a monthly news letter with bonus offers, special member;s discounts and so on. Market the fact that customers need to join your mailing list to receive the great bargains on your listings, eBay and the others. Start to build up a customer base, from which you can then funnel to your own site over time.
I would definitely suggest a rethink in this area for sure, that road you have been on is a really hard one mate.