I used markus' (fast_n_loose) escrow service listed in the stickies for one transaction. Added a day or two and about fifty bucks to the overall cost of the transaction, but for me, it was well worth that extra peace of mind. I would not hesitate recommending his service.
Otherwise, check out folks' iTrader comments, insist on using PayPal and sucking up the fees for paying for goods/services, ask all your questions before you pull the trigger, and research the seller on the forums to get a feel for if they're legit.
I've been a forum user for a long time, but am relatively new on AZB. Despite that, I have had several transactions as a buyer that have all gone exceedingly well. As a new guy, it goes both ways; sellers are taking a chance on you, too. Welcome to the forum, and good hunting.