As spiceycat said - you deal with the person that has placed the ad.
Once you establish contact by phone/email, you can ask them for references. A contract will be sent to you to sign and you would then send it back with a deposit. It should clearly state how much the rental agreement is for, what they expect for a deposit and by which date and when the final payment due is. Also, make sure their cancellation policy is clearly understood on the contract. It's pretty simple, nothing fancy. It will say the name of the resort, address and which type of accommodations they are renting to you (studio, 1BR, 2BR, 3BR) and the duration of your stay. You'll keep a copy for yourself and send one back to the renter.
After depositing, you can always call the resort to confirm you're reservation there. A guest certificate will be issued in you're name from the person you are renting from.
I've had no problems at all with people from TUG, it's a very reputable site. Of course, it's a chance you take, but I haven't heard of any problems here on the DIS with people being "taken".
Hope you get the resort you want and that everything works out for you
p.s. sorry, can't help you about skyauction, but it doesn't sound like something I'd want to take a chance on, you have to be very flexible with your dates.