I can't say anything about Buydomains as I've never dealt with them, with Sedo however, I've both bought and sold domains with them, without any major headaches.
Sedo's process is smooth, they also offer escrow services so you don't have to go and find another escrow source, and there's room for negotiation with the seller/ buyer on Sedo as well (assuming that the other party is willing to indulgle!)....