Because of the way the question was worded, "your first source", I chose private individuals. Florida requires no paperwork for face to face sales between individuals, and I prefer to buy that way.
If there's something specific I really need, I will buy from a pawn shop or gun dealer. If it's something I just want, I'll usually try to hold out and find it from an individual.
Call me paranoid, but the less paperwork required the better I like it.