Historically, one of the riskiest marketplaces to buy from is right here. There were a number of copyright-infringement problems. However, in the last year there have been fewer publicized cases that I've noticed, and Renderosity has enacted measures to better protect customers.
Most, probably in excess of 90% of my purchases, have been great. There have been a few that had problems, just like sometimes the toy that looked so cool in the store just isn't all that neat when you get home. Especially if you're new, make sure you understand what is included in a package, or you might find the hair you wanted most of all is a separate item from the pack you bought for it. The read-mes, which you can download separately before buying on many sites, often have a list of files included if the ad copy is vague.

As you gain experience, you'll also learn tricks and how to pick out clues from promo pics. For instance, if you're buying a texture, notice how the major seamline locations (head to neck, arms, that sort of thing) look in the promo, and if none of them are visible, it may pay to be suspicious. If you're buying clothing models and all of the shown poses have very (even unnaturally) mild bends, there may be a poke-through issue. If in doubt, don't be afraid to ask. I've found many merchants to be very helpful if I asked for a specific view of their product before buying. (For instance, asking for a picture of the back of an item or how a transparency renders in Poser 5.)