I know roughly what it will cost to do the deal so I negotiate accordingly. The seller usually understands and will also negotiate accordingly. I have purchased several guns out of state via the 'net, and all has gone well. I was happy with what I received for the price. No different than going to the local gun shop and figuring the out the door price. You know tax, background check, another fees your state or locality may put on guns.
For example, that $550 Sig will need an additional $26 in taxes and fees to get it out the door.
Also in some cases a gun might sell for a substantially lower price in one area, but is rather high in another. Around my area N-Frame S&Ws can be pretty spendy items, but in other areas of the country they aren't. So sometimes you can find something you've been looking for at a better price even with the fees added.