Well, this is the exception rather than the rule. Most people selling on the classifieds are up front people and do an honest transaction in my experience. Mustang Works has been around for about 11 years. Overall, there have been very few incidents of members being scammed or having any significant problem with classified transactions. However, like I said, take precautions in how you do the transaction regardless. You could get scammed doing a private party transaction just as easily on eBay, or anywhere, if you pay up front otherwise.
Also, another suggestion is that if you do not know the seller either by reputation on the site or from already doing a sale together in the past you can ask for a list of other members the person has completed transactions with. Then, you can private message a couple of them to see what their experience with the member was.
In addition, we have some classified buying facts here:
http://members.mustangworks.com/ClassifiedAdFaq.html