It can be very useful to obtain an 03 FFL - Collector of Curios & Relics.
This allows you (in most states) to buy guns out-of-state and have them shipped directly to you.
You can also get discounts at some places like Brownell's and Midway.
Cost is $30 for 3 years.
To get detailed help on the process for getting a license, these forums are helpful:
http://p223.ezboard.com/bcurioandrelicfirearmsforum
And also go to the ATF site for specific forms and regulations:
http://www.atf.treas.gov/firearms/curios/index.htm
Regards