I just sold something and they are asking me to send it to his sister, Which address am i supposed to ship to the address that is given after the auctions is over with the winning bidder. Right
Depends on if you want "seller protection" or not. If it's paid by PayPal, I only ship to the confirmed address with some proof of delivery. This protects you, at least to a degree.
I generally will only ship to a confirmed address. However, if they have good feedback and have been on eBay for a while, I would consider it although I would prefer they ask before the auction ends.