If they want to keep the name of the character they are selling, I would say they should have to pay for the name change. Hopefully you'll get lucky and someone will just be selling a whole account with just one character on it so you won't have to pay for a transfer.
If you do have to pay ads for a transfer or name change, I would seriously watch how much the account costs. I wouldn't want to pay the same amount for, say, a 99 Priest for average price, then have to pay to have it transferred to a new account. When I could buy a 99 priest for average price and not have to pay for a transfer.
Anyway you do it, make sure to take TONS of screenshots of every part of the deal and be very cautious. If at any time you feel like you might be getting scammed, stop the deal.