Expect 5-10% over spot price of gold. Depends on the shop and the particular form of gold. Krugerrands are cheaper, American Eagles are more expensive, other foreign coins can come with high premiums.

I had positive experience with onlygold.com, you basically send them a check or a wire and a week later you get a package with coins via U.S. mail. Their prices are pretty good. I’m not sure if they have a brick-and-mortar store so you can have a cash transaction (they are located near Phoenix AZ), you might want to call them and ask.