Cross Site Trading
1. Remember that any trades you set up with someone else is generally considered to be "at your own risk". For the most part, site owners, admins and mods will take no responsibility or action regarding helping you with a scam if it involved currency/items from another site.
2. Be sure that both sites actually allow cross-site trades! It can get both parties in a lot of trouble if mods find you exchanging goods that aren't allowed to be, so make certain that you take a good, long look at the rules, FAQs, and TOS for all sites involved. (Some sites allow certain stuff to be traded and not others, so a quick refresher wouldn't hurt just to be safe! Sometimes, sites will change their rules on off-site trading without announcing it.)
3. Take screenshots of your items/currency before, during, and after trades - and ask that the other person involved does the same. I also recommend that you screenshot any messages, trades, etc that have been exchanged. The more proof and information available, the greater your chances of getting assistance from site staff, should things go awry.
4. Make sure to do some research and ask around to determine the value of what you've got before you put it up for offers! Multiple opinions, or using current pricing or guides is best. Either way, having some idea of the worth of your stuff is a good way to prevent undervaluing it and getting suckered into selling for way less. This means keeping up to date on exchange rates!
5. Only trade with someone you know has a good reputation in off-site trading. Granted, this is not necessarily always indicative that someone can or will always be trustworthy - but it can help, and does usually prove to be true. Don't be afraid to ask around, check forums or even google their username to see what other people who've done business with them have said. It could save you a lot of heartache later on!
6. Ask for collateral if you think it necessary. There's nothing wrong with requesting this from someone you don't know well, especially if they seem relatively new to one or both sites. Generally, an honest person with good intentions has no reason to deny this request.
7. Before you decide to trade with another person for an item, have them show you proof that they do, in fact, have that item. Don't ask for a screenshot since those can be easily edited. Ask them to place the item in their shop or a trade that you can check YOURSELF to ensure it is the item that they have.
8. If at all possible, trade in smaller amounts. I realize how annoying, frustrating and slow this can be for both parties, but in the end it is safer! I would rather make ten small transactions if I can, knowing that if they decide to run off with my stuff, at least they didn't get too much. And honestly, if someone really wants what you're offering, there's no reason why they shouldn't be willing to do multiple, smaller transactions.
9. Report scams to site staff. As I mentioned before, the mods may not be able to recover your lost stuff for you - but at least you can hopefully have the scammer's account banned before they cause more damage to others.
10. Think before you trade. Always go with your gut. If something sounds fishy, like a user with barely any posts is offering a rare and elusive item for cheap, then its likely too good to be true, and you probably shouldn't risk it.