Well, I checked out Jensen's and you guys were right. It's a nice store (though I was less than impressed that I stood around for quite some time without being helped) but their prices were a little high. They were selling the P99 for $580, while Murphy's had it for $535. I could do a little bit better than either of those doing a private transation (even after paying shipping and FFL-transfer fees) but I think I'll go ahead an support a local business.
Thanks for all the tips. I've got a buddy and his fiancee interested in going to abuse some paper targetsw with me, so I think we'' try out some of the places you guys mentioned and see which ones we like.