NO! Big federal no-no to purchase handguns out of state. It is federally legal to purchase long guns (rifles and shotguns) out of state, but only if the sale complies with the laws of your home state, which for New Jersey it would not. In New Jersey you need a Firearm Identification Card before you can purchase any gun.
You are stuck with the "gun safe" laws of your state. Work within them, and work to change them.
Here is a good synapsos of the New Jersey firearms laws. Read them carefully!
BUMP