Wow, after reading some of these I feel really lucky. I've been screwed over by people, but never felt as though I would end up with physical harm from a deal.
Most of my buying/selling has been done at shows, so I get the typical "Oh damn, I forgot to grab the legs!" kinda stuff.
Never sold anything on CL myself, but I've always had good luck with any pins I bought from it. I always pick up games in the daylight, so I can't imagine having a pocket full of money in the dark at a strangers house.
As far as getting screwed over, it's always been by ops . . no offense to any that are on here, it's just a fact in my dealings.