Well, I always make sure I go to a place where they have CCTV for the exchange... so that the people that I trade with will know that they are on CCTV, if they want to do something funny. I also do not go alone and I make sure that I am not followed after the exchange took place.

The best thing to do is to go to Bitcoin meetups, where you build trust with small exchanges with other people that you meet there. We do this in a local pub or restaurant... so we make a lot of new friends.