FYI on my search. I bought a Springfield Armory XD-S 9mm 3.3 today from Gunbuyer.com for $369 delivered. I'll have to pay a $35 FFL transfer fee but no tax on the purchase.
For comparison: The exact same pistol was priced at:
Bass Pro Shops $470 + tax
Cabela's $500 + tax
Academy $450 + tax
Ft. Thompson $444 + tax
Gander Mtn $500 + tax
Even with the FFL fee I saved over $100.