I've not bought or sold on Gunbroker, however, many at my gun club have. Their experiences have been positive. Like ebay, you're really dealing with the reliability of the party on the other side of the transaction.
I do use the Gunbroker site all the time to establish the true market value of a particular gun. For this purpose, Gunbroker is a valuable resource and is far more accurate than price guides like Blue Book. To utilize Gunbroker in this fashion, do an advanced search. Select "Completed Items". Enter the make and model of the gun. Sort by "highest number of bids first". The greater the number of bids, the more accurate the value indication. It's important to give credence only to items that actually sold. The price on unsold items is meaningless.