I sold 4 items last year and used Audiogon's Escrow option thru Escrow.com. Other than some buyers being reluctant to use this new form of payment, everything went as planned. Overall I think the process protects both buyer and seller much more than PayPal and will use them in the future.
BTW, the advice to go to the website without a link is excellent. You simply can't be too careful with all the scammers about...
Jim