Haven't had any real horror story situations but probably the worse shop experience I had was when I went to do an online transfer/4473 and the owner saw the online invoice in the box and chastised me the whole time I was filling in the paperwork and waiting saying that I got ripped off and that I should buy directly from him next time because he could "get anything and sell it just a bit above manufacturer prices"

So the next purchase I wanted, I called him up and he said his best price was $200 over what I was looking at online.

I drive across town to a different FFL now.