It's really easy and safe once you know where to look (and this knowledge comes quick). Barter looks horrible at first sight, but it's by far the best way to trade unwanted keys for wishlisted games (it does a matching between wishlists and trade lists, so you don't have to browse long lists of games). I have a done a shitload of trades now, and never got scammed (except at the beginning where i gave valued games for games with no value, but you'll learn this fast). I have even gotten big games for rare ones from the challenges
And TF2 keys are just a currency. I doubt a lot of people end up opening crates of skins for Team Fortress with it these days

You just get them in your inventory from trades, and send them to other people for trades.