This annoys me somewhat, I've done a few deals in the MM and I've always, without fail given them my full name, address and home/mobile numbers. Whereas out of the 15 or so deals I've done I think at most half have bothered to give me all of theirs (often no phone number etc).
The trouble is that I'd feel like a pest to keep asking for details and it would hold up the transactions. In an ideal world I could afford to do that, but I've missed out on deals before because I've been waiting for a communication from the other party.
When selling I tend to deal with people with higher trust ratings, even if they weren't first to post in the thread. That's harsh on the newbie who needs to get a start and build up some trust of his own, but equally I have to look after number one.
When buying an item, if the seller doesn't have a decent trust rating I'll be looking at other factors like how long they've been a member, and a quick scan of their previous posts. In particular I look to see if they've been reporting any problems in other sections of the forum, e.g. say they've talked about dead pixels on a TFT, and now they're trying to sell one, or something about an unstable graphics card and now they are trying to offload it etc.
At the end of the day, however, a well thought out scam will be very hard to spot - if people are prepared to build up a good trust rating over a few months due to mutliple accounts and a bunch of small deals with genuine ocukers, then there's not much that can be done to stop them.
Fortunately I've never been scammed, I've had people who just stop communicating in the middle of a deal and stuff like that, but I've never lost any money/goods. At least I must come across as reasonably trustworthy because I get people to send me money via bank xfer/cheque and wait for it to clear, don't use paypal etc.