I've bought and sold handguns through Gunbroker. You can find a good deal every once in a while, but as News Shooter indicated, most Mass Compliant handguns are ridiculously priced.
My only recommendation though is to double check that if someone say's it's Mass Complaint that it actually is Mass Compliant. I've seen handguns state that, but if you ask your FFL, they say no. Again, this all depends on your FFL and what he's willing to transfer to you.