First - I do most of my deals here on Pinside. So I just lookup their history to see if they're legit.
Second - I always talk to the guy on the phone.
I've heard this more of a problem buying / selling watches even though those are almost always traded in a secure public place. I've never had a problem with either and done a few high dollar cash deals. What works for me is feeling the guy out over the phone. Does he sound right? Is he asking the right questions? People buying/selling a 7k toy usually know an awful lot about that toy.