For the most part, privately held physical gold will get less, because there is a cost to assaying it(making sure it is really gold), and transporting it. If you want a spot price, you need to leave it in a vault. Even then there is a storage fee. These are just the facts of life.
Gold coins are usually slightly above spot price because they contain three different assets. An American Gold Eagle is an ounce of gold, $50 legal tender, and a collectable. To buy a new one, you are generally going to have to pay the price of gold plus $50 plus a few dollars for the collectable.
It used to be that if you wanted to buy something from across the water, you had to load gold or silver into a ship and send it there. These ships regularly sank, or were attacked by pirates. Now that really sucked.