Ths is actually one of the best thread topics to come along in awhile. Great question. I've done--actually purchased--in a restaurant parking lot suggested by the seller I'm sure for the same reasons discussed. Not great but not bad, I'd think, for a seller. Still, a potential risk of onlookers from the restaurant becoming busy-bodies (who wouldn't be with some of the stuff that's happened?), so a bit of discretion in always called for regardless..In that particular case it was "ok" but still a little awkward.
Some folks are just private-types, perhaps myself included if I think about it, and don't want a stranger-buyer at their residence regardless of thier reasons--and that's good enough cause to go elsewhere. The gun club/parking lot idea is an excellent one especially as no one would (or should) think seeing a private-party's firearm exposed as unusual.
A police station makes security sense but might raise an eyebrow or at the least unwanted curiosity from that establishment even though the transaction's all legal and above board. If a small town, one might get specifically friendly with constable/staff--enough they they know you might be doing this from time to time--"is it ok?"--and then they'd probably think nothing of it. I wouldn't do just any retail establishment as the sight of a a gun could be associated with a robbery with some (convenience stores especially come to mind...and banks of course!)--thus the Bass/Cabelas/Walmart, etc, idea well away from the building but still in video range isn't a bad one.
I realize in none of these situations would one "brandish" a firearm openly (stupidly), instead using a bit of stealth in displaying the gun for the buyer, but somewhere in the process the buyer is (rightfully) going to want to actually check out the gun--rack it, aim it, handle it, and especially with a long arm it's going to get noticed. If a gun club is available, it's sounding better and better, then large warehouse store parking lots - "Cabelas" (etc), Walmart, etc. IMO.