I've bought a handful of firearms from Buds. Other then the recent credit card fraud issue they had recently, I've had no problems.
Yes, you will have to pay transfer fee and sales tax (although some FFLs have been known to not charge it), shipping is generally free. I would love to support local businesses, but none seem to be able to come close to their prices. Plus, from what I've heard, the margins on firearms are small, so I'm probably helping my FFL out as much as the local gun shop when I pay the transfer fee.