I have purchased my guns from three different sources. I never use a manufacturer except to view what they are releasing in their new catalog. Of the four guns I have purchased, three were purchased under MSRP or estimated costs for shipping and FFL. One was right at estimated value for its age and condition.
I have used a local gun shop for two of my purchases. There are three fairly good sized sporting goods and gun shops in my area but I use the gun shop because it also has an indoor range. It is really convenient to test and buy at the same location.
There are also several pawn shops that also deal in guns in my area. I picked up my Springfield for under $100 from a pawn shop last month.
I have also purchased from a private individual. You can usually get pretty good deals on guns from a private party. And the good thing about a private party sale where I live is that there is no paperwork or reporting involved. I have never used online shopping as anything I have seen so far i can get for the same or better price by going directly to my gun shop.