Also, at what point did it become a good idea to buy illegal drugs over the Internet? What exactly do you plan on doing when your 10k in Cocaine doesn't show up at your doorstep?
It is easy. You start small, and if they show themselves reliable, you do bigger deals.
The last trade should be either a very small one, so you don't care a lot about the loss if they don't deliver, or if it is a bigger one, it should be a small percentage of the accumulated amount you have spent prior to it. In that case is not in the best interest of the dealer to lose a regular customer.
It is called reputation. For the dealer it takes work and effort to build a relationship with your customers, and it is worth more than what the dealer would get by taking the money from the last trade and running.
So in order for a 10k deal to happen, you would have spent something like between 100k and 1 million before. In that case, if the deal goes wrong, you should be more concerned about the loss of a good dealer than the actual money.