It doesn't fire fixed ammunition so legally speaking it's not a firearm at all. You can send it directly to pretty much anyone, by whatever means is convenient.
Okay, but I'm going to answer the question, anyway.
It's been my experience that going through a dealer is the least expensive. While, yes, they do take a cut, they also have the option of shipping via USPS. They also don't have to do overnight shipping. The one time I shipped via ffl, it was <$50. The two times that I shipped via UPS Air, they were $80ish and $90ish.

All three were semi-auto handguns.
Kaso