On my server there is a higher alliance pop and more high end alliance guilds, so since I'm horde most of the transfers are one way. So what I usually do is put the items up on the neutral AH for about 25% more than what it cost me on the ally AH. This helps keep my alliance bank alt flush with gold to keep buying things and also completely negates the problem of someone swooping the item from me.

Of course this is only worth doing for items that are at least 50% more expensive on the horde AH, but there are a few items like that, now and then. For a while there i was buying all the ally Nerubian Chitin(www.wowhead.com/?item=Nerubian Chitin) and selling them horde side for triple.