I have purchased over 150 guns on GUNBROKER and have only had 1 negative experience.
I would be reluctant to send anyone a money order or bank check unless you confirmed they were a legit business, and even then if there were to be an issue you have little recourse save for action at their geographical location.
In other words, if you get screwed by a place in North Dakota, you must commence the action for recovery there, which as you could imagine may not be worth the effort and cost.
With a credit card or paypal you have recourse.
That being said, the bigger stores are the best bet.
If an individual i ask for a phone number, copy of a license or permit and often times different pics of the gun to verify they actually have the weapon. NOT STOCK PHOTOS.
I have purchased over a dozen very high end guns from THE ATTIC.
Val is easy to deal with, their prices are aggressive, they don't gouge on shipping costs and stand behind their sales.