If I am not mistaken, you will have to change your address, both in Paypal and with ebay PRIOR to bidding. I've had a few buyers with address changes and it won't change to address the seller is directed to ship to after the listing is ended.
You are mistaken. As already stated, addresses can be added/selected at checkout. They do not need to be added to either PayPal or eBay (and certainly not both) before bidding. Also note that international addresses cannot be added in PayPal. A buyer can't change the address after paying. In that case, the seller must refund so the buyer can repay with his new address.
Hi Amir,
As I stated above, you do not need to add addresses until you pay (though you CAN do so if you wish), but if you want to use a US address for shipping, you may be blocked by sellers who don't ship internationally if your Primary Shipping Address is in another country. So to make things go as smoothly as possible, go to your Account tab on your My eBay page and change your Primary Shipping Address to the US address you want to use for the shipment(s) before you bid. That way, you will not be blocked if the seller only ships within the US.