Yes buy all the long guns you want at Cabelas. Minus the AWB items.
When you get back, just fill out an FA-10 form, check off registration and leave the seller info blank.
They will ask for your LTC. It is store policy and nicely posted. Even lists what they need from you if you are from MA, NY, NH, etc.
handguns have to be shipped to an FFL and be mass compliant. Once you add in shipping and transfer fees, you are way above what a mass dealer could order one for. So its not worth it.
Long guns though you can find deals on in the gun room. I got a browining cynergy there for $800 off.
Remember to comply with your LTC A, B, or FID in terms of posession.