These are really two questions. Buying online vs. local and buying an extra warranty or not.
I would advise against buying an extra warranty. You have a manufacturer's warranty for new guns. If something is wrong with the gun, you need to ship it to the manufacturer for repair. This is in most cases as costly as buying the extra warranty that is supposed to pay for shipping. Also, inform yourself about the reliability of the gun before purchasing.
As the other comments already pointed out, there are costs in addition to a listed price on a Web page. Also, inform yourself about the differences between in-state and across-state firearms transfers/purchases, particularly the laws in your state regarding Web purchases.
If this is your first gun purchase ever, a local gun shop may be easier, considering that you have never passed the background check before. In an online purchase, you have to ship the gun to a local FFL (may be even the same gun shop), who does the background check. While you think you will pass the background check, this may not be the case. I was just recently in one of my local gun stores in TN, where someone was denied despite having an active Handgun Carry Permit.
Also, visual inspection before buying is always a good idea: