Sorry, you cannot (in general -- there are some exceptions, see the Curios & Relics section of the AFT page) buy a gun through the mail or directly off the Internet.

No matter what they may have told you on TV, you cannot just go into a hardware store, plunk down cash and walk out with a gun. There are Hoops to Jump Through, Procedures that Must Be Followed. Exactly what is going to vary from state to state, and often (if there is no statewide preemption in place) from location to location within a state. There may be a general permit you need to get. You may need to get a permit for a particular gun. You may need to get a Firearm Owner's ID. You may be prohibited from buying certain guns that are legal elsewhere.

The place to start is to find a local gun dealer (someone who has a Federal Firearms Licence, aka FFL) and see what he's got or will special order, ask him what you need to go through to get them. He's in business to sell guns -- he'll know. In addition, if you do find a willing seller for something cool out there on the Net or in Shotgun News, an FFL holder (ie., a licensed gun dealer) will have to handle the transfer for you. The seller would ship to your dealer, and your dealer would take care of all the usual gun sale paperwork, background checks, the NICS check, etc. that he would have to if you were buying straight from him. (Look for him to charge extra for his time and trouble. There's little profit in it, and not all dealers are willing to do this. It does represent a lost sale, so cut the guy some slack, OK.)

I'm not a lawyer, nor do I play one on TV. You'll have to find advice for your specific situation elsewhere.

The NRA Institute for Legislative Action State gun laws page.