Yeah, a bill of sale is usually worthwhile. One copy for you (to prove you sold it and when) and one for the new owner (to prove ownership).
They generally have the following:
- Description of the firearm (even if just make/model/serial number)
- Statement that the firearm is purchased as is, no warranty
- Statement that the buyer asserts he/she is legally permitted to purchase and own such a firearm
- Date of transaction
- Names of seller and buyer, sometimes even address of the buyer
That way both of you are covered.