Buying from a forum is all about trust. If it's on a forum you've been part of for a while, there will already be some level of trust there. But if it's a forum you don't post on, the risk is higher. Some forums I post on restrict access to their "marketplace" section to established members for that reason.
You want to use a payment method that offers some protection. Paypal is good for this, because you can dispute the transaction and get a refund if things don't go well. Cash On Delivery is also a decent option - you don't pay until the item arrives, and if you don't pay, it gets sent back to the seller.
Direct bank deposit is risky, because there's no guarantee they'll do anything once they get your money. You'll have their personal details of course (name and account number) but it's hard to pursue. The biggest risk is Western Union. You really have to know and trust someone to send money this way, because it's the easiest way to be scammed.