Have you made purchases before on eBay? At least having any sort of transactional history that garnered any positive feedback ratings? That'll typically help buyers feel more at ease, especially if you're trying to sell games on the rare side.
Otherwise, being descriptive in your auctions, taking good pictures, and making sure to clearly state your payment/shipment requirements and needs. As far as if you're open to international shipping, or are domestic only, etc. Basically covering your butt by clearly detailing how the transaction will go down on your end, in case you're ever faced with the headache of dispute.
There's a lot of precedent for eBay siding with the seller as well. The key is really lots of documentation and clarity in your auctions.
There are other auction sites that focus exclusively on games, but I've been using eBay devotedly and been satisfied with the results.
You can never truly guarantee that someone won't try to pull a fast one on you, but there are a lot of precautions you can take to protect yourself. And while there are those worst case scenarios, in my experience they're few and far between. ::knock on wood::
And especially in comparison to trying to sell anything video game related on Craig's List... now THAT's a nightmare.