I know that I'm more than happy to offer links to 
my Ebay and Yahoo Japan feedback if people ask 
for them when making some kind of financial deal 
with me. I don't think it's insulting to be asked.

Another thing you could do would be to ask for 
personal references from other collectors the 
seller has dealt with.

And then one thing I almost always do if I'm 
dealing with someone I don't know: I feed their 
nickname into the Forum search engine. How 
they've been acting here (in public, so to speak) 
can be a good indicator of how they'll act 
towards someone privately. It's not a perfect 
measuring stick, but it's better than nothing. ^_^

Many Sharp Smiles,
--Drac