Do you make contact with a local FFL first, then order through them or do you contact the company and have them just send it to the FFL guy without warning or what? I'm clueless. Little help???

Always contact the FFL holder you're shipping it to first. Most people that you buy from, will request a copy of the reciever's FFL be on file before they ship.
The FFL dealer that's receiving the firearm for you are doing you a service and most will charge you some type of weapon transfer fee. I've found that most range from 25 dollars to 50 dollars, and one guy charging 15% of the firearms' total price.
Good luck with your purchase.

Selection of a "receiving FFL" is critical.  Many seem to be idiots and will refuse to accept firearms shipped by individuals, despite this being specifically provided for by law -- there is no FFL to FFL requirement.

Others think they should make the same profit on a transfer as if they invested their own time and money buying the firearm and then selling it to you, the 10% guys are these types.

Avoid both types of FFLs completely for all transactions, I'd not buy one over the counter from these guys.

All the transfer "work" consists of is your receiving FFL verifying you filled in all the blocks on the yellow form correctly, making a free telephone call, then making a one line entry in his bound book showing receipt of the firearm and it's transfer to you.  No more than 5 minutes work.  $20 is too much to pay for 5 minutes work.

-- Chuck

Nobby - I just went through this NIGHTMARE. What a bunch of Bravo Sierra. The FFL I use to deal with retired so I had to find another. What a chore. I started by going to Gunbrokers and some other gun auction sites. They have a list of participating FFL dealers in your State and most quote the rates for transfers. Hell this seemed easy until I started contacting them. One advertised $15 for transfer (cheapest in my area)Turns out he charges $25. Contacted another Stated $20 but 30 if everything wasn't done just right. The 3rd one I contacted was $25 but he also charged sales tax on the weapon even though it wasn't bought through his  shop.
Now up to this point all were telling me that I would have to come down to their shop and give them the name and # of the person selling the weapon and they would send the info to a FFL dealer on the sellers end.
Finally contacted one who charged $20. You didn't have to go to his place of business I emailed him the info.He sent detailed instructions to the seller on what to do. The Seller DID NOT have to ship it through a FFL on his end BECAUSE it was used rifle. My FFL received the rifle, I went out and filled out the form, paid $20, got rifle. Now this transaction didn't go smooth either as this FFL was VERY anal retentive. He was not going to give me the weapon, because I won't provide my SSI#. After some discussion I pointed out to him that it was a Option on the form. So without giving my SSI# I got the rifle. Will I use the FFL again? That is still up in the air.
Tha situation above was for private to private party. If you are buying like from Cabela's as stated before they must have a current signed copy of the FFL dealer you are having the rifle shipped too. To avoid paying state tax, buy the rifle from the distributor on your CC card, that ways it is billed to you and just have it shipped to your FFL dealer. Now this tax thing works in my state I'm not learned about your state but check it out.
Just make sure you get as much info from your FFL dealer before you use him. Watch out for those hidden charges.

Chuck I going to have to respectfully disagree with you. As a private businessman I can tell you that $20 is a fair price. There are many "hidden charges" when you run a business. Utilities, insurance, electronic goodies it all adds up. JMHO  

Thanks guys.  Clears things up little.  I really don't mind paying 10-20 bux for the FFL to do his thing. Besides, what are my options if its not a private sale?