Honestly, gun show sales are fine. We have them here up north, and firearms are traded safely between shops and private owners alike. The only prerequisite is that you have your FAC handy when purchasing a gun. They check when you enter, and when you leave as well. If you purchased a gun without one, they confiscate the gun, arrest you for purchasing a firearm illegally, and arrest the guy who sold it to you for the illegal sale of a [class] firearm.
and yeah, we have different classes here, ranging from Prohibited (short-barrel handguns, assault weapons, automatic weapons, belt-fed, etc.) to non-restricted (pretty much any bolt-action or semi-automatic rifle ranging from .22 cal to 50cal and pump-action shotguns)

Now internet sales are a completely different story, and should just be banned outright.