A lot of gun buyers spend a fair amount of time on the internet pricing around to get bargains.
Probably the most readily available source of bargain prices, is had by acquiring a Curio+Relic FFL. A number of online gun vendors will extend dealer prices to any C&R FFL holder. My personal conjecture regarding this, is that they do this because C&R holders have a federally licensed location, and are probably less likely to commit fraud.
At any rate, some known dealers:
Their prices are considerably lower once you get the C&R license on there. Theirs is the most straightforward discount of all the retailers - you just enter your FFL license number on their website, and you see the prices. I believe, however, that you must fax it in before you actually place an order using your discount.
CDNN has a bit of everything, and is amazingly cheap on magazines. Discount is 5% on ammo and 10% on accessories. No further discounts on firearms. Mail a signed copy of your license to: CDNN, PO BOX 6514, Abilene TX 79608
They have u-fix-em specials, etc. However, they require that you MAIL them a copy of your C&R license, signed in ink, before you can have pricing on firearms. Customer service says that it usually takes about 3 weeks before you're completely in the system.
Graf's is mostly a reloader's site. They offer a discount on their supplies, once your C&R is in place. However, the dealer side of their site seems to be designed for IE; it won't load in Firefox under Linux, but will under Konqueror. Comparative shopping reveals a little over a 10% discount, but their prices are already low before the discount. It's worth knowing that Grafs is the only place I'm aware of which sells Dillon Precision gear to C&R holders under MSRP.
MidwayUSA (no longer offered)
Starting in Jan 2014, MidwayUSA discontinued their dealer program, and all customers are now retail customers.
They offer a dealer discount of 10% on most items (there are some which are not discounted). You fax them a copy of your C&R license to 1-877-486-7278, at which point they will provide you with your own unique dealer ID number. You can then use that number with your online profile in order to see the 10% discount. The dealer discount is automatically applied to all prices you see once it's been entered.