ONLY SHIP TO THE ADDRESS ON THE SIGNED IN INK FFL YOU HAVE IN YOUR HAND (NO FAXES).
Just want to post an update to this.
Since this was posted the laws have changes slightly. A faxed copy of the signed FFL is now legal for purchases being shipped to your local dealer. YOu no longer have to get a signed in ink copy and mail it to the seller. Your local dealer where you will pick up the gun and fill out the paper work can now fax a copy of his signed FFL to the seller and the seller can legally ship the firearm to your dealer.