There are news about scam wallets that are stealing coins..So, is there any process/body to audit the wallets behavior??
Auditing source code/compiling wallet yourself is the only way to be sure that wallet is safe, really. If you lack the skills to do so (I certainly can't do more then just compile wallet from sources) - second best option is to download one of the trusted wallets from bitcoin.org
Remember anyone can take legit source, inject malicious code in it, compile and give it to you, so avoid downloading wallets from suspicious links, archives etc. Trust no one!
Take care.