Most likely a pistol have to be shipped to your dealer. Long guns might be able to take then I am not for sure. The dealer u buy from here in Texas will surely let you know quickly what you can do. So are you here in Texas now??????
In most cases FFLs can sell long guns to any legal U.S. Citizen who can posses one and pass a background check,but, handguns must be shipped to an FFL in you state. There Are exceptions and now most dealers I know won't sell "any" gun to an Ill. resident unless they produce an Ill. firearms card. There may be local and state laws that are more strict than federal law but the local FFLs should know the skinny.