It really depends on how well you trust the person you are trading with. I live in Guatemala and know that its very difficult to just go anywhere online and just expect people to be willing to risk sending outside of national jurisdiction. The laws and tracking systems are different for each country, and things can
Disappear.
I used to use a courier service with a Stateside address, which helps to ensure the safety of delivery for both me and the person Im dealing with. But that doesn't convince everyone. If you have developed a good rapport with another member overseas, and feel that you can trust them, then you have to also ask whether they trust you. Its not simply your risk, its theirs too.
That being said, I have completed a few international trades (though not through this site): 5 in the US, 1 in Canada, 1 in the UK, and 1 in Australia. None of them have been problems.
I don't tend to trust local mailing unless its certified/registered, and private international couriers are actually better than regular postal services. While the USPostal might be ok, they simply hand off to another country's post system. And unless you know how that system operates, you can lose track of where, when, and how your package went somewhere.