This will reassure buyers, who might otherwise avoid your auction. The seller will appreciate being able to easily identify you and what you bought without fishing through his or her files. By the same token, if you are a seller, file your buyers' shipping information so that it is at your disposal when their payment arrives or clears. Although posting feedback isn't mandatory, you should nonetheless always leave feedback after every transaction. It's how users grade and critique each other.
Universal participation makes the entire transaction process better for everyone.
That is, ship the items together in one package, not separately, to avoid excessive shipping, handling, and insurance costs. As a result, you might get a repeat customer and will more than likely win some good feedback.