[on2wheels52]

"Is the FFL thing just for handguns? My neighbor just bought a Black Powder Rifle off GunBroker and it came to my house via UPS for a signature (he was not home)..."

Generally speaking, ATF is concerned with smokeless powder arms, so shotguns and rifles (even
.22's) need to go through a dealer also. Black powder not having to. But I guess there could be some local requirements for them also.
C&R and antique stuff aren't a part of my license class so I haven't made a study of them.

I get a hard copy of the Blue Book every year. As enzo said, it's only a guide. I'd be happy to get closer to BB prices but I'd to have the time (and ambition) to list them on the auction sites. I just get pawn shop prices for mine.
If you're looking for a particular discontinued firearm I'd suggest looking at completed auctions for several of them to get a feel for what they're going for.
But they're auctions, you need to decide how much you're willing to pay to win the thing.
Jim