I've had numerous transactions on gunbroker.com over the past 8 years. I'm very happy with the outcome of all of them. I have to say that I have heard of some extremely rotten scoundrels out there, but overall this sort of thing is a rarity as long as you stick with reputable people with good ratings.
My only sour gun long distance transaction had nothing to do with gunbroker or any online auction. The transaction involved a shipment of multiple firearms out of an estate. The sender tried to go through an old family friend who had an FFL. The FFL holder was going blind and senile, and the firearms ended up in limbo for about 3 weeks until someone found the guy, talked some sense into him, and got the firearms on their way to me. It was probably the last transaction that old codger ever made.
I like working with used firearms that can benefit from a little TLC. The online auctions are a great place for that. You just need to know how to look for a bargain.