Unless you have a Federal Firearms License (FFL) you will have to use one to purchase a firearm or to transfer one from another state. Any retailer has a FFL, but they may not do the transfer. When you purchase a new firearm the fee for the transfer is part of the cost, but when you purchase off the internet or one of the gun auction sites the firearm must be shipped to your FFL and then picked up. Anyone can ship to an FFL, but only a FFL can legally transfer the firearm to you.
Fees for the service vary wildly. One in our area charges $50 as the fee. Most are in the $25-30 range which is still a ridiculous amount to pay for simply filling out the form. A FFL license is $200 for three years so they do need to recoup those costs, but realistically the fee should not be excessive. I have a shop which I routinely use which charges $20 per firearm. They prefer to fax a copy of their FFL to the sender, but will also mail at no additional charge. Many on the auction sites do not seem to have a fax machine so I prepare all the documents and bring them to the shop to let them mail.
Recently I was purchasing my guns for instruction direct from the manufacturer and needed to receive seven pistols. I found a FFL which said they would charge $25 for the first two guns and $5 for each additional firearm. Quick math put my total at $75 for the transaction so I went with them instead of my regular FFL which would charge me $140 ($20 per gun). Yesterday I went to pickup my arsenal and quickly realized my mistake. It was not $25+$25+$5, it was $25+$0+5. So it was the first two guns are $25, not $25 each. My total for the transaction was $50 for the seven guns and I was as happy as a pig in mud! Whether they know it or not, they may have a new customer on their hands. Their shop is not as out-of-the-way so it may be worth the $5 to not have to drive out and backtrack.
As I mentioned earlier, FFL fees are all over the place. With a little research you can ultimately find one in your vicinity with a reasonable charge and good hours to do the transfer. Don’t forger to figure those costs (and perhaps shipping) into your total. You may be able to negotiate a similar deal locally and when possible, buy local!