I've sold a few guns on Gunbroker, and bought a couple. And that's a problem, as I don't have the number of positive buyer/seller comments that someone like The Rabbi would have.
To offset that problem, I posted detail photos of the guns on my own website, showing any defect whatsoever. The guy who bought the last gun from me said that he trusted me because I went to such lengths to document everything.
When you set your reserve price, set it as low as you possibly can while still being comfortable. If people bid a couple of times at what they think is a "fair" price, and don't meet your reserve, they'll stop bidding.
Oddly enough, once the reserve is met, the number of bids just seems to grow. I don't know why. I've had that experience with the couple of guns I've sold, as well as other items I've sold on Ebay. When the auction was finished, I was pleasantly surprised at the selling price.
Also, time your auction so that it will end at a time when people are likely to be able to watch. If what you're selling is desireable, you could see a buyer's war break out in the last fifteen minutes.