There is little risk in allowing someone to transfer you $500 via paypal, it does not need to be part of any sale. It is a transfer of funds. Easy.
When dealing with 10's of thousands of dollars, people typically not use cash, so banks know how to receive transfers.
The way that I look at it is that risk in allowing someone to wire you thousands of dollars is on their end, not yours. They are trusting you will follow through with the sale. Since you are potentially dealing with another currency, just make sure that they factor in the correct exchange rate so the correct sales price shows up in your account.
As long as whatever it is your selling does not move off of your property and you don't sign it over, until you have all the money in your account, I don't see a problem.
I had a guy from Europe buy one of my motorcycles off of Craigslist. Wired me $15K. No problem. He had someone pickup the bike and ship the bike. No problem. No paperwork was not done until I had the control of the funds. The bike did not leave the garage until I had control of the funds.
True there are tons of scams out there - but as long as the money is heading toward you and not away from you, there is not much risk in my book.
On the other hand, if anyone asks YOU to wire money, run fast.