I usually buy online and have them shipped to private FFL's. Im all about supporting local business but some of their prices are ridiculous and usually when i go into some of them, they make it seem like a burden to ask for help or its the complete opposite, they hawk the shit out if you and if you just look around without buying they get pissy.
Rifles sometimes at gun shows if the price is right. If i want a particular rifle thats not ban compliant, i buy online and have it shipped to a PA FFL/gunsmith to have it worked on so its legal before you bring it back home. Handguns usually online and shipped to private FFL locally.
Even aftet shipping and transfer fees, you can still save a ton of money buying online. I found a brand new FNS-9 with night sights +shipping online for almost half the price of what local dealers wanted them for.
Also the EE here is a good place
Edit: also alot of people go to high volume stores to just look at shit before they buy online. Yeah it sucks for the local dealers but why pay more than what you have to. Rays Sportshop used to be good for that before they closed up,