Another option, is to have 3rd part hold the money, until you are satisfied taht all is well.
Also, rather than send CXheques (I hate cheques)....Paypal or, just get teh guys/girls bank details and pay the money into their account. You get a receipt, with teh account number etc on and teh vendor can see you have paid, and post teh gun out taht day.
Of course, if your really trustworthy, like me...people like Paintball Budgie, will send their gun, to one of your friends, to view and check out, before they pay for it...just because, they are one of your friends!!
Some people just have that sort of reputation