I have also directly traded gold with people. Check your realm forums for people looking to trade or post yourself if need be. I would only do this with two accounts one logged onto horde and one logged onto alliance so that there is gold visible in all the trade windows at the same time. If the other person doesn't have two accounts have them get a friend they trust to do one side of the trade.

Even though it would seem that this would fall under the Scam policy Blizzard has said that because the trade falls outside of normal game play it is unsupported. Ahh I found it
http://forums.worldofwarcraft.com/th...geNo=1&sid=1#6 <- blue response stating as much. Also addresses cross ream gold for gold transfers which is pretty much the same thing.