Discuss the safety of payment methods

I need some information about which is the safetyest payment methods please

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:?: Hi, I am new seller. I need your help, I have buyer who are interested in my item, she said, she used the money gram to send me the payment, then the moneygram emailed me (email notification) that the the buyer send the payment to them, but the money will not release until I give them, my tracking number. But when i checked the website of moneygram international (inside the consumer protection topic, it saids that moneygram '
An email that appears to be from MoneyGram, no matter how real it looks. We are not an Internet escrow or shipment service and will NEVER send an email confirmation to inform a person that they have received a MoneyGram transfer for payment of an Internet purchase.' so what should I do with this buyer?

If your doing this on ebay.
Tell them the only way they can pay you is paypal, or US postal money order. If they give you some excuse that they cant.

Cancell the transaction. File an npb against the buyer and close the dispute yourself and get your listing fees back. Do not use mutuall agreement use I feel I have no excuse but to end communication with buyer.

DO NOT SEND THEM THE PRODUCT

This is a common scam and should be avoided.