Here are some things I've learned about my local gun store:
1) common used guns (SKS, AKs, ARs, Glocks, etc.) are usually sold within $50 of the listings for the gun's quality in my dealer's price guide whereas he will price "rare" pieces at full retail (pre-bans, specialty guns, .50 cals).
2) I would rather buy a gun that I can hold in my hands and visually inspect at a higher price than a "mystery" gun sold sight unseen over the internet, gunbroker, or shotgun news.
3) Get to know the gunstore owner. If you become a common sight in his shop he is more likely to give you sweatheart deals or even hold pieces for you that he thinks you'd buy. History between buyer and seller makes for better transactions.
4) Gunshows are (in my opinion) a buyer's worst nightmare. Most shows I attend are flooded with dealers who own stores and are trying to unload old pieces that no-one wants or "shelf jockeys" that just don't sell. These same dealers usually employ the "don't come home with more than you brought" philosophy and thus give bupkis on trades, prefering to deal in cash.
and the last (which has meaning on this string):
5) guns seen in the shotgun news and on the internet at ridiculous prices have some hidden catch. I see prices all the time screaming "SKS rifle! $150!", but you read the print only to discover that the price is for lots of 10 or more in fair to good (at best) condition (which for the uninitiated means that the gun is functional... and that's about it) and is only available to dealers or C&R holders. A shiny, high quality excellent condition SKS goes for around $250 and with the transfer fee and shipping, along with the hassle of getting a money order or the 3% credit sircharge, becomes about the same price as the one at the local gun shop that looks exactly alike. Chances could even be that one at the gun shop is from the shotgun news and the owner added his expenses to it plus his "profit percentage" which gives you his price.