Yeah, I did this with the '07 C6. Got it from MacMulkin in NH. Shipping was around $900, if I remember correctly. You are basically at the mercy of the driver delivering the car, because he is going to try to fill the carrier up as much as possible, which means there will be any number of stops along the way. Cars CAN get damaged on the carrier. You won't know if you have a careful driver until after the fact. There was a slight ding on the rear bumper that looks like the nose of another car may have contacted it in the carrier, but 2 minutes with a buffer and it was gone.
You will have to deal with a sales tax issue, regardless of where it was purchased. Even though New Hampshire doesn't have a state sales tax, I still had to pay a Florida sales tax when I registered the car here. Not sure how this is legal, but don't think I would save any money by getting an attorney to fight it. There may be ways around this, so check into it.
Bear in mind that with a new car, they recommend that for break-in purposes that you keep the car under 55 miles per hour for the first 500 miles. This would probably be a real drag driving your car home on the interstate if you decide to fly up to the seller and drive it on back home.
Of course, if you buy your car in the winter months, flying north into New Jersey or New Hampshire and then driving back home (potentially in winter type weather) probably wouldn't be all that much fun anyway.
Hope this helps a little.