I'll tell you what I did to circumvent the "shortage" of variety that my location seems to suffer from as well. I shopped around local pawn shops for FFL holders willing to receive delivered firearms for a fee.
$20 was the best price I found, but that and S&H is the price of having the option of purchasing what you really want.
Then, if you haven't done so already, create an account for whichever online auction site you're partial to (or all the credible ones that you can find). I heavily lean towards Gunbroker as I almost always find exactly what I want within a week, if not immediately.
Afterwards, simply bid or opt Buy-It-Now for your dream pistol/rifle/shotgun, pay for it (usually via credit card or if a non-commercial seller, by money order), call them for their fax number that you will relay to your FFL dealer and then wait for the call to pick up your new toy, usually between a couple days to a couple weeks in my experience.
Again, you'll have to pay shipping and an FFL fee in most cases and some merchants will apply a 3% charge on credit cards (not applicable if another form of payment is used), though this will be clearly stated in the auction's terms of payment.
In addition, you will also likely be bidding against others for the same item, so you might occasion end up paying close to MSRP. That said, sometimes the Buy-it-now price will be rather agreeable and well below MSRP, so it goes either way.
For me, I refuse to place myself in a position where I am forced to pick through whatever is left. I'd much rather pay a premium to get exactly what I want. That said, a little bit of patience will keep you from paying through the nose. If someone asking a ridiculous sum for what you want, pass on it an move on.
I end up taking the above route far more often then purchasing from a LGS during panic frenzies such as the one we're experiencing now. I haven't yet been deprived of any firearm I want, so the method works wonderfully if you're willing to pay a little more.