Well you are in a high fraud category.
However, if you are talking about returns, insist (politely) that the return use a Delivery Confirmed service. The extra cost of this will discourage many potential scammers.
Also read the feedback of your bidders, and of buyers of Fixed Price items, looking at the Feedback Left for Others for signs of repeated problems with sellers. We can assume that the real problem in these cases is the buyer and not the seller.
You might also look for buyers who are also sellers and who seem to have a lot of problems with purchases.
If you are using Paypal labels, give the buyer the invoice number of the label, the shipping date and the shipping service used. None of these prove anything, but they will put a potential scammer on notice (politely) that you are on the ball.
