You should always verify the addresses that an escrow asks you to use. There are many users that will fake a name and pose as an escrow, but all you need to do in these cases is check the trust history; every single reputable escrow will have an abundance of trust, varied from DT and otherwise. Most escrows have an iconic avatar (although, do not be fooled, as these can easily be replicated), and are never newbies. If you see that you are discussing an escrow with a newbie, then you are about to be scammed. You should walk away and report this in the forum as soon as possible. I've been taken for a ride by an escrow scam in the past, I am not proud of it, but I was fooled by the 3rd party communications we were using. It wasn't on this site, but the same rules apply, be vigilant, check trust, ask for signed messages if you must, and always check your escrow against the list of recognized reputable escrows. It happens to the best of us, but in my case it occurred because I was rushing the deal and just wanted to make my money quickly. Learn from my mistakes, and the mistakes of others so that you don't have to learn the hard way.
You can read more about escrowing in this stickied thread from the Marketplace > Goods section :
https://bitcointalk.org/index.php?topic=133931.0