Tom
You just need to find someone local who is willing to accept out of state purchases for you.
My local guy (works out of his basement) will do the paperwork and accept the transfer for a a flat $30 fee, plus the NICS ($16 I think).
He also only charges one NICS fee for multiple gun purchases the same day. Some dealers will charge you for each gun for the one call they have to make.
I haven't tried them yet but the hardware store on Rt 9 by Sea Pirate always comes up with the best pricing when I do a search.
Long guns can be purchased from an FFL out of state and transported by you back to NJ. I have no idea what the state laws are in NJ. There are many good websites on the internet where you can buy a gun and have it shipped to your FFL. Here are a couple:
http://www.budsgunshop.com
http://www.thegunsource.com
http://www.gunbroker.com
http://www.impactguns.com
anyone know of a good reference for out of state purchasing of firearms?
Long guns are still fairly simple. Through a dealer you will still be doing the background in New Jersey. But, the transfer of long guns only requires 2 copies of a fire arms transfer record, 1 for you 1 for the other party.
Two other resources:
http://www.cheaperthandirt.com/
http://www.galleryofguns.com/genie/default.aspx
Davidson's gallery of guns is a great search tool, enter what you are looking forward and it will show the closest dealers with the price (whatever you use for a zip code).