Everyone's experience with buying out of state is different, but all the stories seem to be similar and reasonable. I bought my (very slightly used) BRZ in Tennessee and drove it home to North Carolina that same day. I remember paying Tennessee sales tax which is about half the rate for North Carolina, and rejoicing that I wasn't going to have to pay sales tax in North Carolina. You of course must have valid insurance for the drive home, but I was automatically bound over and covered for that after hours trip until I could call my agent the next morning.
The whole thing was simple and easy in the extreme. Surely I can't be the only buyer to have such a dream transaction?
Best wishes for enjoying your new toy, I mean car. You will be very happy together!