Show me a list of services or websites that provide only an e-mail address and no phone number and you will have your list of untrusted sites. Pretty simple rule I have always used with online transactions.
Not exactly, I've got all my contact details for the net on glbse.com, I COULD give a phone number but it would only be for a mobile in China (do you guys really want that? should I add it?).
Essentially only have trading bitcoin on sites, that is whatever the amount you intend to trade soon. Don't use them as wallets or for long term savings. I would say the same is true for GLBSE.
These sites are run by humans, who do make mistakes (accidents) and who also decide to do bad things (mybitcoin.com???).
Spread your risk as Gavin said, and remember bitcoin itself is a very risky investment.