Getting set up for gunbroker is pretty easy now. They will show you local FFL's and their transfer fees. You can set up gunbroker pay and can use your credit card for most sellers. Smaller dealers may still require you to send a money order. I have never had an issue with sending money orders, and sometimes do it to save the 3% CC fee.

You can occasionally find good deals in the penny auctions. I'll watch all the penny auctions for a gun I'm interested in, and sometimes one gets overlooked by other bidders. I did have a seller back out of the deal after winning a Glock 41 MOS for under $500. That is the only issue I've ever had while buying.

I once had a non paying bidder while selling. I filed the claim with GB, but still had to pay the listing fee. Also had a buyer's money order get lost in the mail. He was able to get it replaced at no extra cost to him, but it delayed things a few weeks.