Rule number one: Never send merchandise to a buyer without using delivery tracking. Even if the buyer is just across town or in the next county or parish, spend a little money on proof of shipping and delivery verification. A buyer who claims she didn't receive her purchase will not have much of a case if you have the tracking and delivery information showing that she did.

The postal service and major delivery services (such as UPS, FedEx, and DHL) offer online shipment tracking.

For expensive items, an online escrow service such as Escrow.com can protect sellers against claims of non-delivery. The seller is not paid until the buyer receives and approves the merchandise.

For transactions exceeding $1,000, PayPal recommends getting and keeping “an online receipt in the form of a signature from the recipient as proof of shipment.”