I've made a couple of deals on Gunbroker. It has always worked well for me, but I'm sure there are some bad sellers too. Just like eBay, I'd pay attention to the feedback and use your best judgment. The layout of the site is really showing its age, but it's not too bad once you snoop around some.
In most cases the prices on the site will be pretty similar to regular gun store prices. The big difference is that you can often find items that our local stores may not have, and you can save on sales tax if you're buying big ticket items. I saved well over $200 in sales tax on the first purchase I ever made there. On top of that, none of the local stores had any idea if or when they would be able to get that particular item back in stock for me, since they are all buying from the same handful of distributors.
I'm seriously eyeballing a new 700P on there right now. Oh, and an old Marlin Goose Gun. I've always wanted one of those.