How to sell a handgun out of state ?

According to Gutmacher, chapter 6, you can arrange to ship it directly to the FFL holder in the buyer's state. Of course, you cannot use US Mail to do the shipping.

Personally, I would want to handle it through FFL holders at both ends.

Have the buyer fax a copy of his local FFL to you or your local FFL. Once he has it, your local FFL can make the transfer. I would have the seller pay you by United States Postal Money Order. Once you get your cash, you instruct your local FFL to ship the package.