Yes, many times. All good experiences except 2 minor bumps.
Like anywhere else you will find good people and bad people as well as the uninformed.
I have a C&R license (collector's FFL) and collect old guns. A couple of sellers insisted I provide them with a gun shop FFL because they felt they could not ship to me much less put it in the mail! In both cases I nicely asked them to waste a few minutes by making a call to ATF 800 number and ask if they could mail the gun to me. Both mailed me the guns promptly after making the call.
One seller listed his guns with a flat shipping rate. My understanding of this policy is, he ships guns to locations near his address and it cost less than what he charged. This pays for when he ships to addresses a longer distance from his address.
However, I was in Alaska and he notified me I must send him a shipping fee greater than the value of the gun I had purchased! He vowed to give me bad feedback if I tried to back out on the deal!
I explained to him, that he should make it clear up front if he was going to do such things. Maybe he was just inexperienced. If he did this to everyone whose shipping exceeded his flat rate, he was simply stupid and probably didn't last. Hopefully he has figured it out by now.
It has been said, check their rating and read a few feed-backs.
Send a postal MO. (so you can get the Feds involved if there are problems).
I send all payments with a green card so I can tell who signed for it and on what date.
Read their conditions carefully. Some charge a handling fee in addition to their shipping fee. I avoid these scammers like the plague.