budsguns.com is about as cheap as you'll get. I also get good prices from this place:
http://www.galleryofguns.com/genie/ but it's entirely dependent on your local dealers, who set the prices. Good way to find a FFL, if nothing else, since you can see their prices in comparison to others and decide who's trying to hose you.
The KSG is made by a small shop, so production is limited, and people are still auctioning them as they come to market for over $1000. The price should settle in the $600-700 range once they're more common. I like the compact size and 14 round capacity. But that probably makes it illegal for you in CA.
Do you know someone in a decent state that can order you non-CA compliant weapons? Otherwise you're going to have serious trouble building a legitimate collection beyond the shotgun. You might even have restrictions on .22 magazines like the one for the sig. 10 round magazines and magazine release buttons are your reality.
And no. You are not allowed full auto weapons in any state unless you have a class 3 FFA license.