Most of the guns I have bought have been used. In fact, I think I've bought only 5 brand new guns over the counter from gun shops. I've bought many used guns that were brand new (unfired), but they were consigned. I don't think there's any pawn shops that are licensed to sell guns here in Honolulu, so I mostly cruise the gun shops in town and hope to get lucky at the gun show.
You've got to do your homework and know how to evaluate the condition of a piece and it's relative value, otherwise you could either end up paying too much, passing up a really good deal, or end up buying a dog. Read articles on how to buy used guns, check online and print media to get an idea of "street prices," and if you are dealing privately always try to get a good "read" on the guy you are buying a gun from.
You also have to start building an encyclopedic knowledge about many types of guns--read books and examine lots of guns. Knowing what a reblued gun looks like is very important, so is knowing which parts are original and which are replacements. The blue book of gun values is good to have as a reference, and the books showing how to disassemble and reassemble guns are excellent investments. It was many, many years before I bought a Luger but when I did buy the first one I knew how to take it apart and put it back together.
Knowledge is power, and it doesn't come free--you have to invest your time and learn what to look for.
As far as buying guns from the mainland, unless you are buying brand new guns from reputable dealers you could end up with a pig in a poke. Would you buy mail-order shoes without ever having tried on a sample? Would you buy a car online without ever taking it for a test drive? If you're in a gun shop checking out Ruger .22s and you find one you like (especially if you can try the trigger first), why not buy it from them? The gun shops will help you out, answer all your questions and provide follow up service should you encounter any problems.
Finally, remember the #1 rule of the gun shows--if you find it, you like it, and you can afford it, buy it! The minute you walk away from the piece, someone else will buy it and you'll be SOOL.