Of course buying or selling games locally using "cash on the glass" is preferable. The problem is, of course, many games -- especially those in "collector's" condition -- aren't always available for local sale/pickup. So as a buyer, you have two choices: either wait until one IS available locally or buy/ship. My own philosophy is to only ship when a truly exceptional game is involved -- it makes little sense to buy a $1200 game from someone and then spend $600 shipping it in my opinion. If you advertise your game on Pinside, it is being viewed by a global audience. You've widened your net and will mainly get offers from people where shipping will be required. You can always stick to CL or FB Marketplace for local only sales.
I've personally used STI/NAVL three times for pins -- twice as a buyer and once as a seller. I've been very happy with the results. Also, if you are the seller and the buyer wires the money directly to your bank account -- as you should insist on -- (and you allow it to clear) where is your risk? Again, in all three of my transactions that has been the case -- either I or the buyer directly wired the money. Escrow would be indicated only if the BUYER didn't trust YOU. You get the money well before he gets your pin. The only risk is on his part -- not yours. Again, reputations matter here and the two parties I've purchased pins from through Pinside were both well known Pinsiders and I felt comfortable wiring money. Had I not, I would have insisted on using an escrow service.
Also, the buyer arranges and pays for shipping with all of it's attendant risks -- all contingent on your schedule/availability. I personally oversaw the packaging of the last pin I sold and shipped, but STI also assists with this as well. Shipping is insured (again, arranged for by the buyer) so the buyer does get compensated (albeit not completely) should something catastrophic happen during transport. But the bottom line is, shipping incurs risk and every BUYER should know this.
My advice is that if you are selling a "high end" pin (like a Star Trek LE, for example you should be prepared to ship it -- preferring local sales of course, but understanding that it's perfectly fine to ship to the right buyer (like the one offering full price and wired money).
Just my 2 cents.