SHOP YOUR LOCAL SMALL FFL INSTEAD! (small stores and home-based FFLs like me!)
tell them the prices you've found...ask them to beat it....chances are they will. I routinely sell guns for a 5$ profit just so I can get the business instead of a bigger store. Also builds a good customer relationship.
You can also save a significant amount of money on high dollar items by buying out of state so you avoid sales taxes....i see a lot of cases where the 20-25$ transfer fee from an FFL is less than the tax rate it would have been if they bought in state.