You know how some women folk clip coupons? Well, that's just about how I select my gun purchases!
Which ever one I'm looking to buy, I call around the three main guns shops that I deal with. Their prices DO vary, up to $20.00 on the $100.00.
Here's a rule of thumb...the cheaper the make / model, the less drastic the price varies. The more expensive the make / model, the more dramatic difference you'll find in various stores.
Shop around, ask around and look for special sales. Sunday newspaper ads for the major sporting goods stores often have a special sale on a select few firearms. I also check prices online to see what they're averaging. Also, ask some of your shooting buddies to keep an eye out for the gun you're in the market for.
Prices do vary and how much you care about saving money is seen in how much you search around once you got a particular gun narrowed down.
I'd say all in all, most every gun can be bought for lower than the MSRP.