I'm sure this reasoning is along the lines as saying:
I think my employer can't be trusted. I get paid, but they don't allow me to see my colleagues pay checks.
The important thing is to know is your hash rate. Try a few open source variants to get a base line average of your hashing power. Use available mining calculators such as this one to know what you can expect. Depending on the payout scheme this may not always be accurate, but it is a start.
Lastly, read reviews on mining pools. Try some out for a week or two to see where you make the most coin.
They can certainly prove they paid you if you didn't receive the funds. More info here