Anyone ever dealt with a C.O.D.?

I'd pay with a genuine U.S. Postal money order Paypal is not the cure all. Make sure you demand that the seller send the item "delivery confirmation" or "signature required." If the package walks off your front porch, with no signature, you have no case

COD costs considerably more than pre-paid shipping

I would never SEND anything COD, either. If you send it, and the buyer REFUSES it, YOU get to pay for both shipping and return shipping.