I've purchased many used guns online and can honestly say that I've only been disappointed twice. In both cases, the seller agreed to a full refund. I've found the vast majority of the dealers and private parties to be fair and honest...maybe I'm just lucky but I do my homework:
1) Make sure you're sending money to a valid address that can be verified online via superpages.com or 411.com.
2) For used guns, require a three day inspection period; provided you don't fire or disassemble the firearm, the seller must agree to a full refund, less shipping, no questions asked.
3) Ask specific questions before you buy!!
I generally purchase new guns from my local dealer but you'd have to visit hundreds of gun shops to find a specific used or discontinued firearm that can easily be found on any one of the gun internet sites. I also buy new guns from CDNN on occassion but realize most of their stuff is "oddball closeout" items which could be difficult to find parts for later on. Still, for some of their guns, the prices are generally hard to beat.