I had a guy in Cali buy a Beretta from me a few years back. The way he played it was I took the gun to the FFL, and they called him from their number to tell him it was in their hands while I was still there. He cross referenced the number that they were calling from to the one on their website, and if it matched (which of course it did), he immediately sent payment via discreet PayPal. The FFL had a tracking number for him by the end of the day, and everybody was happy.