I've never bought a gun off the 'net, but I like the shop I deal with regularly, and they do Xfers for $20, no hassle or attitude, so I'd have a chat with them to the effect that, 'I've found gun X on the 'net for $XX, and if I add in the cost of shipping, insurance and Xfer fee to that price, can they come close, as I prefer to do business locally and support my local gunshop, etc?' If they came in within $10-25, give or take, (depending on how bad I wanted the gun-) I 'd buy from them . . .
I figure that gives them a fair shot at your business, maybe a little room to deal or negotiate, and if they can't beat the price, they understand why you're doing things the way you need to.
As I said, I've not done this with guns, but I've bought a lot of other stuff (electronics, car stuff) this way locally that I'd otherwise have to ship/wait for, and I always wind up going back for more/other stuff, so they get to know you as a good customer, If the service sux, tho, weel, ya don't get a second chance at a first impression.