I buy about 95% of my guns used from other private non-FFLs and for the most part those people are out of state, usually via forum boards like THR, FALFiles, arfcom, etc. My FFL only charges me $10 for a transfer (he's a pawnbroker, not a retail dealer). I buy a few guns from private individuals locally when the best deal is local, but I'm not one of those Tinfoil Hat Brigade wingnuts who refuses to ever fill out a 4473.
Why would I pay retail markup and sales tax when I don't have to? For the most part, local brick and mortar gun shops have nothing at all to offer me except a good gouging.
I buy all my accessories and reloading supplies from MidwayUSA or Brownells with my C&R discount. I buy powder and primers at gun shows. Every once in awhile I'll buy powder or primers I need right away from Cabela's or Sportsman's Whorehouse.
If I need to get an idea how something feels, I find something similar at the gun show and fondle it before buy it cheaper elsewhere and getting it transferred.
If I need advice or expertise, I consult the internet. The ignorant Bubbas down at the local gun shop usually haven't got a clue about anything that isn't some kind of hunting rifle or shotgun.