I usually put the cash I'm paying into trade and confirm it, but leave trade open (i.e. don't hit ok yet). Then I tell them to send the ADs, when I see that I have received the ADs then I'll give them the zeny. Some other people prefer you give them the zeny first.
General rules I follow are:
Don't trade to anyone under level 80 (If they are a Trans, then I usually go for level 60ish)
Don't trade with anyone with what seems like a throw away character (named skjdasfkj or asddsasd for example)
I only buy/sell ADs with reputable people on the forums.
Screenshot everything (just in-case either I or other buyer/seller DC's mid trade)
But yeah, as others have said, this a totally use at your own risk trade. GM's will not help you if something happens.