I second oddiofyl on TMR - Joshua and team are really great.
Never gotten fully burned (worst example is that I bought a Technics tonearm on EBay and the tonearm lift didn't work). I did have one example where a guy in Europe was listing a pair of Amati Homages at $12k that I thought seriously about buying. Had limited but all positive feedback, but he required a wire transfer. I was a little concerned, so asked for home address and phone number. Did a google search on the address and it was basically a parking lot in an industrial area. That was a big red flag and I ceased contact. About a month later another Audiogoner bought the speakers, sent the wire, and the seller disappeared (the buyer posted about it). Dodged one there.
In short, trust your instincts and don't be embarrassed about asking for an much info as you need to make yourself comfortable with the deal