I've bought dozens of guns off Gunbroker. If you want to play it safe, go with sellers that have a lot of good recent feedback. Be wary of sellers who have steadily getting worse feedback.
Go back and look at the feedback. I have one negative feedback myself- I received a 12 gauge with a ring in the barrel, that wasn't mentioned in the ad. The seller didn't deny it or offer any concession, so I left him a neutral feedback. He got angry and gave me a negative feedback. So I usually read some of the feedback, along with the seller's responses. If it gets ugly, I avoid the seller.
I will say I've never been stiffed. I've had a few lemons, but I've had those in face to face transactions with dealers and private parties. If anything I've had fewer problems with Gunbroker.