I just went through this decision process and depending on how far you have to drive it can still be cheaper to have the gun shipped ($25) and pay the FFL transfer fee ($20). This, of course, ignores the fact that one should then factor in IN sales tax after the transfer has been made. You will have to pay KY sales tax if you pick up the gun in person so the math worked out to be more advantageous to have the gun shipped with gas being over $4/gal (nearly $60 round trip).