Probably the safest method.
If you are sending money: Ask the person you are sending money to for their info(Full name, address, zip code, state, etc.) Fill out the form they give you in the western union store, and give them the filled out form with the money, and that's it.
If you are receiving money: Get the info from the person who is sending you the money aswell, and do the same(filling out the form). Bring your ID at all times.
That's basically it.
You can also do it online.