Be sure to advise the buyer that if he doesn't insure, the shipment is at his risk. That takes care of the shysters who buy something, and receive it, then demand their money back saying they never received the item.
Also, be hard-nosed about feedback. Put in your ad that you will leave feedback upon receiving one from the buyer. That way you don't get suckered in to leaving a good one and then have the buyer, for whatever reason, leave you a negative.
If you do get a negative, make sure you reply otherwise others might think the complainer had a case.
Personally, I think a seller is obligated to provide proof of shipment, regardless of whether the buyer opted for insurance or not. Otherwise, the seller can simply take the money, not ship the item and claim it got lost in the mail.