wargamesempire.com is the cheapest I've seen so far, though the shipping was a bit slow. But it had to cross an ocean, so I cut them some slack. Plus they are a great supporter of Heresy Online, so I get the same warm fuzzies shopping with them that I do with the FLGS. Best of both worlds.
You're holding your plasmagun, staring down the barrel, it gets hot. "Phew! good thing I had stuck my gun outside this friggen window to shoot that heretic! Otherwise I might have melted my face off! - OH $%&^! What happened to my hands!?!"
-m3rr3k contemplates whether cover saves apply to "Gets Hot!"