I have been preaching this for the past couple of weeks, but I advise anyone who wants to buy gold to be very careful. I have had some recent experience in talking to a GM that they are cracking down harder now than ever.
I am not talking about only account bans, but some kind of IP ban system. Not sure how that will work with proxies, but just know that when you buy gold, there is always a trail, and they will find you, and ban you. This is because many gold sellars actually steal the gold from hacked accounts. All Blizzard has to do is track it to your account and see your involvement in it.
Unless they legitamately made the gold, and there is no suspicious activity linking their account to yours, (which is really slim to none), then you aren't safe.