To expand, if you're shipping to a buyer outside of Texas, you will have to ship the firearm to an FFL-holder so he/she can transfer to your buyer. You need to have your buyer check with that FFL to see if he'll accept from a private seller. Some will, and you can ship right to the FFL. Most require a copy of your DL, and some may require a letter or bill of sale. Other FFLs will only accept shipments from other FFLs, so you may have to obtain the services of a local FFL to ship. That'll probably cost you, so be sure your work that into the price of the gun.
For in-state sales, you can sell face-to-face or ship directly to the buyer, if you want. It'd be wise to get ID of some kind. A short bill of sale may also be useful as a demonstration of due diligence. Some buyers will ask for the same from you so their records are likewise complete.