They all have their advantages and disadvantages. I've purchased firearms and accessories from other shooters in other states, and I've used USPS money orders almost exclusively. I've never had a problem. The key for me has been doing these transactions from this site and the BrianEnos.com forum. Big purchases, I only deal with established and reputable members of the sites. Sales, I let my reputation show my word is good, and I wait till their MO get to me to send the product.
There are some that I don't wait for the MO if I'm selling. I know quite a few people on both sites, and the ones I've known for years, I just mail it as their word is good with me. Ultimately, thats what any of the methods of payment come down to, the word of whom you're dealing with. Ironically, I've sold 4 firearms on this site to all the buyers satisfaction and never had nor needed a feedback thread on me. Everyone knows the regulars on here and most other forums, and if you are going to purchase something, that's the way to go for a private transaction.
I doubt I'll ever purchase a gun on gunbroker. Way too much unknown about the integrity of sellers there for my taste.
My 2 cents FWIW.