Most dealers I've seen won't give a bill of sale unless you ask. So if Joe Blow tries it on me, buying or selling, I'm walking.
Barr said:If you were to buy and sell a gun privately, if the gun shows up stolen the police will back track every sale of the gun that occurred. Starting with the last person that bought it and work backwards.
I have had this happen when I bought a gun and transferred through an FFL. It showed up as stolen in 1987 in Cook County, IL.
I was out $50, but learned a valuable lesson. Either use an FFL or buy from a CCW. Either way keep a bill of sale.