You can buy a gun in PA with a FID, any FFL dealer in PA should require it, and PICS, PA NICS will ask for your FID # or SBI. #. You will have to have handguns shipped to a FFL in NJ. This is Federal Law. I work at a gun shop and we deal with this all the time. Long guns dont have to be shipped to NJ, you can buy them in PA, but not handguns. Hope this helps.
Marine, Retired LEO, Firearms Instructor, Life Member NRA Tea Party Member, and general all around trouble maker.