That would depend on what you claim as your legal state of residence. Where do you pay taxes/vote/have a DL/etc?
If you claim Penn. as your legal residence you would treat any firearm transportation into to NJ as if you were a visitor to the state. You would not have to comply with NJ rules if the firearms stay in Penn, just Penn. rules.
If you claim NJ as your state of residence you would have to buy the pistol in NJ, register it in NJ, and abide by all NJ rules.
When it comes to picking which state you want to legally reside for school in you have to consider in-state vs out of state tuition, scholarships, and grants.