You need to learn the details of the firearm transfer laws in your state. Each state's laws are different.
When selling a handgun here in NC, the seller needs to see good ID from the buyer and receive a copy of a handgun purchase permit (a Weapons Purchase Permit) which is issued by the buyer's country sheriff. This past year, NC made it a little simpler; if the buyer has good ID and a concealed carry license, you don't have to have the purchase permit.) For long guns, its apparently a little less stringent. (You don't have to have the permit, but you're supposed to not sell to a felon or anyone barred from buying from other sources. I don't know how you'd check that out -- so I require the permit or a CCW license.)
For interstate sales, if you get an ink-signed copy of a receiving FFL's license, you (yourself) can ship to a receiving FFL without having to go through a local FFL (dealer, gunsmith, pawnshop that hold a federal firearms license.) The receiving FFL has to follow the laws for his or her state, and do the federal paper work.
You, as an individual, can't transfer to a resident of another state except through an FFL in the receiving state.
You can only ship interstate through FedEx or UPS, and they require next day air, which is pretty expensive. (Dealers can use the US Postal Service for handguns, but private individuals can't.)
I think individuals CAN use the U.S. mails for intra-state transfers, but I'd rather do it face to face, and wouldn't even try.