We live in Boston. Last three cars were all purchased 2000 miles away, and driven home. All lightly used, mint condition. Not a spec of rust underneath, and bought in markets where the prices for those cars are not as high as they tend to be here. Took some work, and took some time. Three for three in terms of those cars. Highly recommend doing it that way. I like the CL strategy of possibly finding the winter wheels on the way back!
Seriously, this works. I've done one dealer sale, two private sales. With an iPhone, a seller can take pictures of every inch of a car. You can get service record history, pretty much the works. In our case, I'm convinced that we have saved a lot of money, though the focus has been on finding the right car. The biggest pain in the neck in our state is the registration and insurance piece. One of my friends has bough a half dozen cars, very far away, and has had them shipped, without ever seeing or driving them. All have CPO cars, so minimal risk, I guess. He was convinced that the market price differences were huge. For example, AWD in Dallas.
Each road trip back was fun in our case. Flight in, hotel, and gas was less than shipping for me.