Generally-
Look into the congressional debates surrounding auction houses of the 1820s. There's a treasure trove of information available.
One link from a quick google-
http://www.britannica.com/bps/additionalcontent/18/47776538/The-Right-to-Purchase-Is-as-Free-as-the-Right-to-Sell-Defining-Consumers-as-Citizens-in-the-Auctionhouse-Conflicts-of-the-Early-RepublicEven taxes on items needed for the exercise of protected rights have been successfully challenged- see generally MINNEAPOLIS STAR v. MINNESOTA COMM'R OF REV., 460 U.S. 575 (1983) -- that was a tax on printer's ink ruled to be unconstitutional.
Regarding firearms-
The federal government exercises it's control of arms mainly via regulations surrounding the purchase of arms- Federal Firearms Licensees and 'prohibited persons' as defined by the 1968 Gun Control Act. Later amendments added in possession.