Please bear in mind that gunbroker.com is only a medium by which buyers contact customers, and vise versa. They have no oversight or responsibility in the transaction.
With that out of the way, I have had good experience purchasing guns through gunbroker and auctionarms. You have to do you homework. Pay attention the the feedback of a seller and be wary of sellers with no tranaction history. Many sellers are actual FFL's, but some are just individuals. The best deals come from individuals that have to unload a gun for cash. Make person to person contact, get telephone numbers, and use some other means to determine that the person is who they say they are. I have used county property appraiser tax records online to confirm that someone owns the house that I'm mailing my Money Order to. Use trackable, documented methods of mailing and payment. I use postal money orders to pay because if there is a problem, I can contact the U.S. Postal Inspectors and make a claim of mail fraud and I may get a little better response than with local law enforcment.
I bought a Winchester thru Gunbroker: actual seller turned out to be a pawn shop in Cleveland. Gun was sent to someone in Texas and I got an I-pod. Finally got the gun delivered to my FFL here is Washington but had to go thru some hoops to get it. Not Gunbrokers fault. The Pawn broker had a hard time with english.