Some mainland States require FFL dealers for both sides in a transaction of long guns. Could be a deal breaker.
If it's a handgun from out-of-state, FFLs on both ends are required by the ATF.
Some of Hawaii's FFLs only accept firearm shipments from other FFLs,
even for long guns. I was told some have had too many problems trying to deal with non-FFL sellers -- shipping compliance, paperwork, etc.
I've purchased 3 C&R rifles, a C&R revolver and a new revolver on GB, all from FFLs.
Most sellers require charge card (sometimes for a fee), personal checks (wait period for clearing), or a money order/cashier's check. You need to be very careful of anyone asking you to send a PayPal payment as a "gift". PayPal policy says no gun sales allowed, so if there's a problem, PayPal won't be of any help. They might also close your PayPal account for violating their policy if they find out.
I always use a credit card, since the card offers theft protection. If you send a check of any kind, going through an FFL can help protect you. The FFL acts as a go-between and will ship the weapon once he receives payment.
It's also a good idea to CALL AND TALK to the seller after you win. It's good to know you can actually do that in the event a problem arises.
As mentioned, shipping to Hawaii is expensive. I saved a bunch by emailing & calling the seller, asking them to find the best and least expensive option for shipping to HI. That conversation is best done BEFORE you bid. Waiting to discuss shipping costs after winning the auction puts you in a position of having to pay whatever the seller decides.