I've never bought a gun online, but that will probably change now that I've got a C&R.
I was going to buy a Mosin this past weekend at a local show. One of the dealers had some nice looking ones, for about the same price as online, with no shipping of course. I asked one of the guys a question. He answered it giving me one of those "What kind of idiot are you?" looks. Then he left. We looked around, came back, stood around 15 mins or so. Never could get anyone to get up and come over. They were too busy chit-chatting, or whatever. I'm not going to hollar and ask "HEY YOU WANT TO COME SELL ME SOMETHING?" I left my money in my wallet and went on home. (Then they wonder why people go to the internet.)
Other than C&R stuff though, I'll probably just look locally.