Any store that openly sell guns to the public has to be licensed buy the ATF. If you buy a firearm over the Internet it has to be sent to a licensed dealer where the background check will be preformed. Even gunshows do background checks.
I have a carry concealed permit for my state. Do I carry all the time no. Certain occasions I do tho. Where I live we don't have local police and the nearest state police building is 40 minutes from my house. I have to have some way to defend myself.
Guns are a hobby of mine, I know the ins and outs better than most. Im even in the process of getting my first silencer.