OK, on more question before I disappear and go back to housework again

If my family ends finding a used X5 through a private party (there's one in CT right now with 10k on it, '04, for $35k), how do you handle payment? I feel rather nervous giving someone a check for 30+ grand and saying "Here ya go!". They obviously will want the check to clear before they hand over the keys, meanwhile I'm left with nothing.
Any fast, efficient escrow services one can reccommend? I was thinking of going down with cash, but I think that would be pretty uncomfortable too.
Chris