Don't know about the first one but I have used cdkeys.com a few times with no issues.
Some key sites are dodgy, but the mainstream sites like cdkeys.com and GMG etc all seem to be legit.
Occasionally, people have problems where a seller is hawking moody keys - will just be that Steam removes the game from your library. It's not overly common though.
You make a big enough saving on each transaction that the odd loss would still see you in profit.