The only times I've done this is for private, individual clients that are not known to me.  They paid the search fee up front, and copy fees upon completion of the search.  Searches for private individuals make up only a fraction of one percent of my total income.  I've been lucky with payments - I haven't been stuck with hundreds or thousands of dollars in no-pays.  The last no-pay was in 2004 for two searches in a distant county for one company, and one search in a distant county for another company.  Both will go unnamed here, but others in this forum have had problems with them. 

I've since made it a policy not to travel to distant counties unless the client is "established" -- I've done work for in the past and received timely and correct payment.