When buying thru audiogon how do you protect yourself ?

There are indeed third party "escrow" services, which will provide a level of safety for both parties. The two most established internet escrow companies are at:
Tradenable.com
Escrow.com

Know who you're buying from. Check any feedback they have on any site that has feedback.

E-mail them through A'goN and ask to talk with they,..that you are interested in what they have for sale. If they don't want to speak with you...don't buy from them.

And, as always, if it sounds to be good to be true($-wise) it likely is.

Get a home phone # , address & call them & get a good idea if they are trustworthy. back off if anything AT ALL rattkes you concerning their character