I've transferred hundreds of items through the neutral AH and have never been sniped. Type the item in the search field on the destination character, list them for 1c buyout, and click 'search' the second after you hit submit to post the auction. Even if someone knows you're transferring items, they'd have to be pretty fast and lucky to snipe anything. I never bother checking to see if people are standing by the other neutral AH's.