Gary:
I live in Amarillo, and agree that guns are priced pretty high here. In both of the major stores, I've found that if you let them know that you've done your homework, they are willing to come off substantially (usually within $20 or $30 of the going rate).
I've ordered several guns by mail, and have used the dealer Curley recommended - Sporting Arms. They really do have great prices and you will not find a better person to deal with. Tom Harris will bend over backwards to make you a satisfied customer.
The only problem with Sporting Arms, is that they are in Texas. Since I also live in Texas, I have to pay sales tax, plus shipping. Even so, if I can't make the right deal locally on my next purchase, I'll still probably go with Tom, since he was such a pleasure to deal with.
I've also had good success at the guns shows. Once again, just do your homework before you go. You can cut through the bull pretty quick when you know what a gun is really worth.