If listing the club web site is an infraction, in our case it is so slight that I don't think eBay would bother, and in the worst case, they would just cancel the auction or tell us not to do it again.

It is a minor point, the whole thing. But it was fun for me to research it. Here are some of the things I found out:
(1) from the auction page you can have a link to "One link to a page that further describes the item being sold in that listing." Our Club web site?
(2) in the auction description we can link to other web sites, but not if it sells anything; "Linking to Web sites that offer to trade, sell, or purchase goods or services, or including links for any purpose other than those listed above is not allowed. Prohibited links include, but are not limited to:
Links to Web pages that offer to trade, sell or purchase goods or services outside of eBay. This applies whether it is a static URL or an active link."
(3) But we "sell" just one thing (the Club membership) at out web site, and we "sell" for more than we are offering it on eBay. I don't know that offering the membership on the Club site is really "selling" anyway.
(4) we can have an "About Me" page link in the auction description. And the "About Me" page can have a link to a commercial web site or the Club web site; "Links from your About Me Page . You may link to your own Web store or Web site." On the About Me page, you just can't have "Links to sites offering the same merchandise for the same or lower price (including the Buy It Now price).

Robert