Or just do what I do, and purchase 'Antique' cartridge arms which were made before 1899. These get shipped to my front door without any FFL, transfer, or license on my part.
There are actually quite a few center fire cartridge arms which were produced before that cutoff - 32 short, 32 long, 38 special, 44 Russian, 45 Schofield, and 45 Colt, as well as a host of rim fire weapons.
And NO, contrary to what the spaghetti westerns may want you to believe, everyone didn't carry expensive Colts, Remingtons, S&W, and Sharps arms. There were hundreds of manufacturers producing guns under just as many trade names, in every conceivable level of quality and price, from junk to inexpensive treasures.
There truly is a HUGE disconnect in the collectors market between the guns that were actually produced, sold, carried, and used in that time period, and the guns that 99% of collectors want to buy. That means that modern day prices on many of these forgotten names are very very low, and that a smart collector or firearms historian can take advantage of it.
Using Gun Broker, I have scored two 112+ year old revolvers for WELL under $100 in fantastic condition - a single action Hopkins & Allen, 80% original finish, for $75 as well as a double action Iver Johnson with 95% original finish for the unbelievable price of $49. Both are in perfect mechanical condition, with decent bores, and good cylinder lockup and forcing cone alignment. Either one would be 100% safe to fire with gentle hand loaded ammo.
And that brings me to the catch. The only downside is that some of these guns require you to hand load all of your cartridges, while the rest only require that you pay through the nose for the few boxes of ammo that are still produced.
OR - you could do a little bit of paperwork, and get a C&R license. That would give you many more purchase options yet, and not inconvenience your taking possession to any greater extent.
Long story short - Buying guns online is easy, and some of them can even be shipped direct under certain circumstances.