It should be a straight cash transaction. Getting the buyer to sign a bill of sale (stating that they are legal to own that firearm) and/or checking a CCW permit or their drivers license is a good idea, but not necessary. It's a really good idea if you're going through Backpage or a forum that you're not familiar with.
Template:
http://texasguntrader.com/billofsale.pdfSome people don't like the idea of a bill of sale, so it might turn off a potential buyer.
As to your original question, you don't NEED to do anything. In Arizona, private gun sales are straight cash for goods transactions that don't require any involvement from police or other state officials or agencies.
Just be aware of who you are selling the gun to, especially what they talk about (i.e. not being able to buy a gun otherwise) and meet in a semi public place (as in, neither of your houses). Bringing a friend or family member is also a good idea.
Hope this helps.
