Multisig BTC escrow would be the easiest and safest way to implement escrow. That way all parties are safe, even if a 3rd party like a MM decides to run. Escrow like that is pretty much a standard in blackhat forums these days.
I have no idea if anything like that is possible for other payment methods like Paypal though.
Without a doubt yes. Sometiems I purchase things on the internet and I'm too high so I brain fart a lot easier and get scammed. Escrow would remind me not to be a retard.