Shipping isn't great and obviously best avoided but it's not as bad as it seems either.
Truman was shipped from Florida to me no problem. Ideally go to pick it up yourself though.
Use only direct flights. Never do connections cause if the connection is botched, the animal is screwed.
Even if you disagree with shipping (or the relinquisher does), ask if this is for the animal's sake. If she has nobody else to adopt to and this is the only chance, then it may be the animal's only hope. On the other hand if she has a list of local people who are interested, then the bird may be better off going to someone there than being shipped.
My biggest concern for seller/buyer is not meeting each other in person. If I were the seller I would be nervous about who it would end up with (that is a relinquisher who cares about the bird rather than some junky looking for a quick buck). If I were the buyer, I would be worried about being scammed for money and no bird. There are plenty of other reasons to avoid such transactions. Shipping is just one of the dilemmas you will face on an impersonal bird transaction.