I've purchased several firearms (mostly handguns) through GunBroker and have never had a problem. Some of the "rules" I use for dealing there are:
1. Don't bid on anything unless the seller has multiple positive feedback reports.Obviously, 2 & 3 can't apply if you notice something you just have to have and only has 30 minutes left when you find the auction, but to bid on the item, you must be willing to take the risk.
2. Make email contact before placing a bid and ask questions.
3. Get a phone number during the email contact and make phone contact before placing a bid.
4. Don't send payment to a P.O. box, only to an actual physical address.
5. If they won't accept a credit card without a surcharge or can't accept credit cards, I use only U.S. Postal money orders.