Does anyone know if I have to go through an FFL to sell a long gun to someone in another state privately? Thanks.

If the transfer is out of state it will need to go thru an FFL.  The mail will not send firearms across state lines to anyone other than an FFL.  If it is a state neighbooring yours I suppose you could meet at state lines to do the transfer, but that is pretty shady.  Your best bet is eat the FFL fee.  Don't give the liberals or the ATF any ammunition against us gun owners.  Better off to just follow the rules.
Hope that helps!

Ditto what IYAOYAS467 wrote!

Just curious, does that FFL have to record the make/model/SN of the gun as it passes through his hands?

Yes.  The FFL will record all pertinent info (make, model, serial number, person sending and person receiving the firearm)  I don't know how long the FFL has to keep the records for, but I do know that it is quite a awhile so that if the dealer is audited by the ATF, then he can provide all necessary info pertinent to the transfer.
There are several FFL holders on this board who could give you more info than I can.

As I'm sure everyone is aware this board is monitored by the ATF, FBI and so forth.  I'm also sure that everyone is aware how much some people don't think we should be allowed to own firearms, it is our DUTY to follow the rules and not give these bastards any reason to doubt us or our intentions.  As a result we should all do our cross-state transfers legally and by the book.  
JMO