I use gunbroker, and have had decent luck. You have to be something of a cherrypicker to really save money. The last couple of years have been tough, more people on the site means weapons get bid up faster and most are going for at or near retail. It is great if you are looking for a gun no longer in production or production guns in unpopular calibers. Even if you don't find anything on the site, you can contact some of the dealers and buy directly from them without going thru gunbroker. Sometimes you can get a better deal that way by saving the dealer the listing fee and hassle of the auction.