Guns purchased on the internet have to be done through a local licensed dealer, such as your local gun shop. They usually charge a fee for handling charges. You still have to go through the background checks. The gun shows that I have been to, you have to go through the background checks. If that is not the law everywhere I would agree that it should be. The background check law is federal. You cannot avoid it by crossing a state line.
The biggest loophole is selling between private parties when neither has a FFL. No documentaion is required. I have never sold to anyone that I did not know and I always got a signed bill of sale in case that weapon some day showed up in the wrong place.
I also believe that the conceal carry laws in all of the states that allow them should require completion of a training course that includes:
Safety, range qualification, legal issues, and liabilities.
As a gun owner and a concealed carry permit holder, I find it ridiculus that some states allow conceal carry without proper training.