I'm hearing that Escrow.com isn't 100% safe. That's because Escrow.com doesn't actually get involved in the transfer of the domain. So, the buyer can change to whois data to make it look like he never received the domain.

If it's a high enough value domain, it may be worth doing Escrow through Sedo or Moniker. Both of these companies actually take possession of the domain to ensure that the transfer between buyer and seller takes place.