Familiarize yourself with any firearms restrictions that exist for your state. Several states have a handgun “roster” that only permits certain models to be transferred from an FFL to you. Nearly a dozen states have “assault weapons" bans that heavily restrict magazine fed semi-automatic rifles and shotguns, and pistols that can accept a magazine outside the grip.

Often the vendor will have a “state compliant” section. However DO NOT blindly trust that the seller knows your state’s laws! They might, but state laws change often. It’s tough work to keep track of dozens of states’ firearms laws. 

If a firearm is sent to an FFL that cannot legally transfer it to you, you’ll have to pay to send it back to the vendor, and probably a restocking fee as well. Ultimately, you are responsible for understanding and complying with the firearms laws in your state. Check out the state firearms law resources page.