receive the funds first and then push the domain to their account at the same registrar, or provide them with the authorization code so they can transfer to another registrar. if they ask for an appraisal, walk away.
Consider services like Sedo.com or Escrow.com. And, read tips from members here on the newbies section of the forum (http://www.namepros.com/domain-newbies/). I'd highly recommend against PayPal, due to potential for fraud.
if you're doing this for private no middle man such as sedo, then make sure you ask for payment that is secure first of all for you and you'll be able to get the money for sure.