you are probably going to be moved to another part of the forum, but, in short, when you take your gun to your dealer to have it shipped, you will effectively be transferring the gun to him (or her), and you will receive proof that you no longer own the firearm. In the case of a handgun, at least in Michigan, this is in the form of a white form.
If you sell and ship via a third party carrier (UPS, etc), your proof will be the receipt for shipping coupled with the corispondences between yourself and the person you sold the firearm to.
Just make sure you save everything so if they do come a knocking, you have a legible paper trail.