Never had a problem dealing on Gunbroker. Always check feedback, and read any negative comments. Realize that there's always bad customers, as well. I always look closely at a person's feedback history on all recent auctions.
Here's a bit of advice: if a person has a negative feedback report in their otherwise predominately positive history, look to see what the item was, and compare it to the value of the other items the seller has sold. If the value is low compared to other things they have sold with positive feedback, and they have received positive feedback on a more valuable item since then (or the person's recent positive sales include multiple valuable items), it is fairly safe to assume it was a fluke. Anyone who deals long enough is going to get one bad customer. If the person who left negative feedback is listed as "No longer a registered user", it almost always means they've been banned and it should not be counted.
I've done business on both Gunbroker and Ebay. Ebay as a buyer, and as both buyer and seller on Gunbroker. I never received feedback for a rifle I sold because the buyer dropped off the face of the earth after he received it. I've only been scammed once, on Ebay, and the aforementioned advice was how I ensured it would never happen again. Long story short, it was an individual who sold a lot of trinkets to cover up the fact that he was scamming people on the more expensive items. If I had applied the aforementioned examination to the guy's feedback, that would have never happened. I'm fully prepared to overlook a negative feedback if it is clearly not the norm for the person and the person has proven themselves by selling something of equal or greater value since then. If the person who left the feedback is no longer a registered user, I don't count it.
For payment, use money orders. They're cheap, and they make it a Federal offense if they scam you (although it is anyway, since it's almost invariably interstate and often involves a firearm).