My local dealer is very good about finding new guns for me at a competitive price.
When I find a "gem" of a used gun online I try to negociate shipping into the price. My local dealer has a small fee for the FFL transfer and I make sure I purchase atleast $50 of powder or acessories from him at that time as well.
To answer your question here goes.
1 I confirm the deal with the seller
2 Take an envelope with moneyorder to the dealer
3 The dealer puts ink signed FFL copy in the envelope and mailes it to the seller
4 Seller sends gun to my local dealer
5 Local Dealer calls me when gun is in hand and I fill out the paperwork to transfer ownership to me