This isn't an Amazon only problem, same with Ebay etc. I would love to hear how people can sell items online safely (for the time being I only use Craigslist for this exact reason)
eBay is slightly better for one-off sales: you can refuse returns (if specified in the listing), and cancel sales by buyers without verified paypal accounts or no feedback. Plus they have a sellers guarantee, although I don't know how often they'll actually stick up for the seller.