I don't know what it would cost to buy insurance on your gun but I have found Eastern Insurance Group in Marshfield. Ma.
very reasonable; if your interested their contact number is (800) 545-9326. Then you can pass on USPS, UPS or FEDEX insurance when you ship and what you would spend there would go toward your own insurance with coverage for the entire year. My insurance with them covers my guns in the home, in travel, during shipment and while hunting in the field. It even covers it if you trip and break the stock. Good outfit. I have never had a claim but I think its all on the up and up and the price is far better than any others I have called about.
See this for some info on USPS shipping, it can be a packing pain in the butt but in my opinion its probably the most secure:
http://www.parkerguns.org/pages/faq/Shipping.html