Implementing Multi-Sig Escrow? I want to start a BTC market.  I understand all the ways to go about creating a site, it's just the payment implementation which confuses me.  I want multi-sig transactions capable between my users on site.  If I understand correctly, multi-sig addresses are just special wallets anyways which require a certain fulfillment (2 out of three keys, for example) to go through.  

How can I implement a system like this for my users on my server?  So I can allow users to trade without the middle man if possible, yet also have the opportunity for an escrow moderation in case something happens?  In the end a small percentage of market fees can be charged?

I'm new to Bitcoin programming but I'm assuming you simply have your web application interact with server daemons which dynamically create multi-sig addresses on demand for your users and somehow give them each a key, and leave a key for escrow moderation?  And that would probably be all you'd have to do?
You basically got it.
create 2-of-3 multisig addresses (meaning needing two out of three signatures)
1 is for the buyer, 1 is for the seller, and 1 is for the mediator


buyer sends money to the multisig address, commiting the funds to the transaction
if the transaction goes well, buyer sends a signed transaction
spending the multisig output to the seller and sends the transaction
to the seller, the seller signs the tx and broadcasts it
if buyer is unhappy he/she can try to work out the matter with the
seller till they agree on any split of the money, it would involve
same steps as in (2) except now the money is divided (any
percentage) between the buyer and the seller
if the buyer and seller can't work things out, the mediator steps in
and after a decision is made, the money is split between the three
addresses (buyer, seller, fee for mediator)


So those are the conceptual steps to implement the scheme