I have used GunBroker for the past 3-4 years and have bought about half dozen guns and several cases of ammo. I've never had any problems w/ GunBroker or the items I have purchased from them. It's an auction site, so sometimes you can catch something at a great price, something you didn't even know you needed.
Be careful buying from an individual you found on-line, or a single entity store. When looking for my 2nd gun I found one on-line from a small gun shop in NC. The price seemed fair, and I took the time to checkout the gun shop itself just to make sure. The seller (a small shop) requested a bank or Postal money order, which didn't alarm me since they were a small shop and preferred to deal in cash or money order only. Two weeks later the gun hadn't shipped so I contacted the seller. After another week of calls and emails, they contacted me and asked for another $50 since it was such a large caliber, but the $50 would be reimbursed when I picked up the gun at my FFL. Now I knew I had problems...
To make a long story short, the seller had gotten an email address 1 letter different than the gun shop, and when communicating w/ them I didn't notice the seller had a different email address than the shop's website. Luckily I had purchased the Postal money order using my Amex card, so since this was an internet scam, Amex reimbursed me in full! Two weeks later I bought my Desert Eagle from a local dealer, and since then I have purchased over a dozen guns from them.