You might want to check either Auction Arms or Gunbroker.com, one of these sights has a list of FFL holders by state. Alot of these FFL holders don't have a shop but specialize in ordering firearms for a lower fee than you would find at a gunsmith or sporting goods shop.
ANother route to go is to make an arrangement with a dealer to give you a break on the price if you order several guns. A local smith charges me around $20 a gun if I buy more than one at a time, though I've seen shops that will charge upwards of $50 no matter how many you order. If they don't give me a break on price, they don't want my business enough for me to come back and buy anything else from them.

Alcohol, Tobacco, and Firearms... who's bringing the chips?