I've bought two guns at Cabela's... picking up a SR22 today after 3pm (Illinois 72 hour waiting period, apparently to make sure I'm not angry when I buy the gun. Not sure what they do if your wife cheats on you or you get fired during the waiting period, but hey).
Anyway, they actually had the gun and returned my phone calls. My shop of choice didn't have it and had no idea when they could get it, and another shop just didn't call me back.
I end up overpaying by $20 or $30, but I get what I want and the staff is friendly. Plus they actually have some ammo on the shelves right now.