+1 on the recommendation for Gunbroker. I've had dozens of selling and buying transactions through their site and have never had a problem.
As other posters mentioned, have a good idea of what you're looking for before blindly bidding and don't impulse buy and assume everything will turn out alright without asking questions. Lastly, don't hesitate to pass up something that seems suspicious or if the seller's a jerk. There are thousands of guns on that site and other deals are usually just a click away.
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