I have a different slant on this....in my experience, it's usually the seller who has more at risk. Not nearly as much risk when dealing with someone with an established history on Az but rather with a person who has just registered and has "0" I-Trades.
We all had to start with that first transaction so I understand the op's concerns about this forum verses eBay (a whole nother story of seller fun....not so much!) or an established online retailer. I was a bit apprehensive when I did my first transaction here. Since that first transaction and the vast majority thereafter, I'll take the Az sales experience over eBay almost every time.
I've heard of far more instances of Az sellers getting burned than buyers. It is enough of a possible risk that I require new buyers to pay via USPS money order or Western Union before I ship out anything. If I'm buying from a new member I need to have the product in my hands first. If it's as described we're good to go and payment will be sent. If not I'll send it back and I'm only out my shipping cost.
I'll make an exception if a buyer or seller has an established and respected member who can vouch for him or her. An established paypal history works too but even at that I'm only shipping to a confirmed address with signature confirmation.
I'm sure that most of the established members here know all of this but I just feel that it needs to be said......If you are new and have zero transactions you have a lot more to prove than someone who has been here and done this. It's just like a new guy at work, you have to earn respect.
Should you be cautious? Absolutely! But be aware that we who have done this for a while have good reason to expect you to go the extra mile in order to earn a good rep. We've already done that and I'm sure that for most of us, there have been some bumps, bruises and apologies along the way towards earning our rep.
That being said, I sincerly wish you great experiences here.