Simple answer is: NO
This is not a good thing to do. Some people do this to avoid the fee that is deducted from the money that you receive at freelancing sites for every completed project.
Here are few reasons why you should always use freelance sites internal system to take all the payments from the buyers:
When you complete a project and buyer pay you the money in your account at freelance site, a small fee on that project will be charged. If you completed a project worth $50 and the buyer paid you this money then instead of $50, you will see $45 in your account. Now, can you avoid this fee, that is, is there a way to not give this fee?
Some people say YES: why not tell the buyers to pay you directly [outside the freelance site]. So in this way you will get the full payment for the work. Does it really works?
NO: this is not a good thing to do.
If you get payments outside the freelance sites, you will not be able to earn Ratings. Without ratings, you cannot get jobs for good rates. It will be a waste to time to work without getting ratings.
Many employers who wants to pay outside the freelance site, will scam you. You are not protected by the arbitration system.