First thing that comes to mind is all the scammers. It's a shame becasue the internet is a great way to get exactly what you are looking for at a reasonable price.
I personally would have the headers shipped to me C.O.D.. That is simple enough.
We did that on a few of the smaller paintball companies for my son's equipment until we established confidence. A C.O.D. fee is a small price to pay for the security.