Mike,
Using an escrow service is definately recommended for sales above $400-500, considering that you will split the fees with the byer. The most secure escrow service out there is Moniker's escrow service. Unlike other similar services, they move the domain to their secure account, they take the money from the buyer, and once they have the money and domain in their possession, they send the money to the seller and transfer the domain to the buyer. There is no way to get scammed using them.