First few deals buying and selling was a bit worried, and felt a bit awkward when it was time to hand over and count the cash. Now it's old news, doesn't feel strange at all. I try to verify as much info as I can about a seller before showing up. That's one of the reasons I especially like buying through Facebook. I can get the person's full name and a bit of extra info about them to make sure that they're legit. Pretty hard to fake 10 years of Facebook posts and comments!
If I have a person's name and home address, then they'd be a fool to rob me. They'd never be able to get away with it. And I've noticed that for the most part, guys I'm buying pins from tend to have nicer houses and live in nicer neighborhoods than me anyway.
I also always let my wife know all the details of the seller, and I can usually tell by talking to the seller if they seem like a normal person or not.