There are lot of honest ebayers out there, but you are right to be careful and plan for the odd one who is not.
1, If posting make sure it is trackable if of any value. If you send by royal mail parcels etc and there is no tracking you cannot really prove that you sent it (proof of postage helps). Ebay will usually find against you if there is a problem – got lost in the post
2, If you allow local collection, make sure you get a signature or picture of the person picking it up. Again you have no proof of postage if not so you would struggle to prove they had picked it up.
Hope this helps!