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Usually payment is handled by third party with several of these sites; the reputation of that third party can easily be looked up on the internet.  For example, many sites use SWREG or ChronoPay as a payment processor - and you can be sure that your data is as safe with them as any other online payment method.

If the site handles credit card payment onsite, then your best bet is to see what others have said about the site online and here in the forums.  If you are unsure, please don't hesitate to post a question in the forums to hear what other people have to say about a particular site.