Personal experience:
As others have said you'll get a feel for people here, trustworthy members are generally site supporters and we're such a small community any scams are quick to get around and known about.
For me Martin is generally the way to go for deliveries, I just swapped a machine and renting a van (not factoring in petrol costs plus the travel time and hassle/stress of getting the game) was going to be £90 from my local place. I'd rather support Martin who is a professional and always takes care of the games delivering them. If a van rental is cheaper and you're willing to get a game, it is always an option though, I have done this maybe a handful of times where it has worked out more economical or there has been a long wait for Martin for some reason. His availability varies on a huge amount of factors like where you are, where his route for that week is, what you want shifting etc. I'm lucky that I live fairly central to the country so often he is passing this way on his way to somewhere else.
And yes, online banking 100% - I have on very rare occasions taken cash for a game where either the buyer has insisted on it or it has been a very cheap game (those days are gone!). The security is you know its there and can see it, whereas otherwise you are putting a lot of trust in what might be a stranger to give you thousands for your game. Also the hassle of trying to get that money into the bank if its a lot.