It's actually illegal to buy a gun outside your State of legal residence unless:
1) it is a private sale, not innvolving a licensed dealer (you want to buy a gun from your uncle, no problem, you go into a gunshop, no sale)
or...
the sale is executed through a gun dealer local to you. I had to do this once when I saw a really sweet Mauser hunting rifle while traveling. Only way to actually buy it was to arrange with the gunshop that had it to ship it to a gunshop local to where I lived, and do the actual sale there. And pay sales tax twice, essentially, plus dealer markup twice.
If you're going to give legal advice, you should get it right. Your first option is, in fact, a Federal felony--you have it exactly backwards.
It is illegal to buy a gun from a private seller outside your state of residence. If the owner is not a resident of your state, he must send it to a licensed (FFL) dealer in your state of residence, who can then transfer the firearm to you.
You can buy a long gun from an out-of-state FFL, so long as it would be legal for you to make the same purchase from an in-state FFL. You cannot buy a handgun from an out-of-state FFL.
The only common exception would be for those buyers who hold Curio and Relic collectors' licenses, who may buy C&R-eligible firearms from out-of-state sellers and receive them directly. That's because the C&R license is, in fact, a limited FFL of its own.