cross-country parts transactions

So a recent exchange about buying a part from another member leads me to ask: How do you deal with parts transaction across the country with somebody you don't know? I found a part offered here that I wanted to buy, the other member and I agreed on price and then ended up in a chicken and egg discussion on payment - he wanted the money up front and then would ship the part, I wanted to figure out how to do the transaction COD so I could make sure I got the part. A couple years ago I send a money order for some trim pieces to New York, from Washington State. I got no trim and was out the money and it sure wasn't worth it to fly cross country to confront the guy. It's clear lots of parts are bought and sold here, how do folks balance both parties interests?