Amy,
Yes, you can definitely save money by purchasing your lanyards in advance. In fact, you will save much more money by purchasing your pins in advance as well. However, I recommend using caution when purchasing pins from eBay, especially for someone who is new to pin trading and doesn't know what to look for.
Disney pins are designated Disney on the back and are tradeable with cast members and fellow park-goers alike. However, many unknowing or unscrupulous eBay sellers will sell unofficial pins trying to pass for the real thing. These pins will not be tradeable, thus rendering them worthless (unless you happen to love them and want to keep them forever).
For a bargain on pins that are
guaranteed to be authentic, I recommend
www.mousepinsonline.com. I've ordered from them myself many times, as have family and friends, and we have always been very pleased. Their prices are fantastic, they ship quickly, and the pins are always authentic. I am especially fond of the grab bags. The surprise is fun, and if you don't like all the pins you get it's no problem - just trade them when you get to Disney!