Looking up references
There is a lot you can find out about a customer before you ship an order. The least you can do is to check if their phone number is listed and/or if their name matches the shipping address.
CAUTION: Not finding and an entry, does not necessarily mean that the deal is "fishy", but if you do find the name and number listed under the shipping address you can be relatively sure, it will be ok.
Most western countries have a phone directory of some nature online.
Good addresses for US customers' lookup:
http://www.switchboard.com
http://www.whitepages.com

Germany:
http://www.telefonbuch.de

The Netherlands:
http://www.telefoongids.ptt-telecom.nl/
http://www.detelefoongids.com/

UK:
http://www.bt.com
(Look for "directory enquiry service")