Before you decide, have your favorite LGS/s give you a quote to special order it for you, including shipping, taxes and FFL fees.
Then price shop for the same gun with the same costs included.
If you get no significant savings (more than $10-20) over having the LGS do the order, consider letting them bring it in for you. Might save you some headaches, especially if something is wrong requiring you to return it to the seller.
Always give the local stores a chance to meet or beat the price you find. If they can't, then it is what it is. At least they had the opportunity to compete.
I've purchased from online retailers and GunBroker auctions with private sellers. I've also bought from AIM Surplus, Bud's Gun Shop and Grab-A-Gun when they still shipped here. When someone is offering an item on discount, it's pretty tough for local stores to compete. If your LGS owner is realistic, they'll tell you they can't possibly match the price and will be satisfied with handling the FFL process.
Do your due diligence. If it's an FFL you're dealing with, there should be no problems. If it's not, make sure to TALK to the seller on the phone, verify the FFL address they give you as current via the ATF website, and only use payment systems that give you some protection. I pay the extra 3% for credit card charges if they require it. Some FFLs offer the same price for cash or credit with no fees. Shop around before jumping on a "deal."
And, if a deal looks way better than anyone else's, be very careful. No sense in getting ripped off just to try to score a great deal. It happens, even to members here -- or former members....