Other than csfloat which is peer to peer, in all other cases you deal directly with the 3rd party sites so you wouldn't get scammed, they hold the skins, not the initial seller

As for the effort, it depends, I finally got lucky on a steam machine two weeks ago and got it for 770$ with 113$ leftover in steam credits - for me, that much was worth it, but if you're only getting like 100$ of saving than yeah, probably just get it directly without all the acrobatics