This is what has worked for me in various forms.
before I found a decent FFL holder in my area, and wasn't concerned too much about the "right now tax"
1) find a gun I want to buy.
2) pay for the gun.
3) ask dealer if they had any FFLs on file in my state.
4) call said FFL, and tell them to expect something
4) get it shipped to said FFL
The more refined method.
1)find FFL.
2)find gun.
3)buy gun, get info for having an ink signed copy of the FFL sent.
4)give FFL above info, and have them send the appropriate material to the original dealer.
5)when FFL calls, go bring local paperwork and hope I don't get screwed by NICS.
6)enjoy new toy.
Tips on finding an FFL. Lists like gunbroker has are nice, but their rate shouldn't be stupid, and when you contact them, they should be polite and nota big enough idiot to worry about having to collect their fee up front when they will have a several hundred/thousand dollar item of yours as hostage.