I've bought three cars out of state, all while living in Utah. One from Chicago, one from Detroit, and one from Phoenix.

On the Chicago one, which was shipped to me in Utah, I neglected to ask if it was a smoker's car and learned my lesson. It wasn't a big deal, but even after thorough cleaning you could still smell it on a hot day.

The Detroit purchase was the best. I had detailed documentation from the owner prior to striking a deal, including photos of just about everything. I flew to Detroit and actually ended up spending the night on the guy's living room couch before driving the car home.

The Phoenix purchase was mixed. The car was not exactly as advertised but still a good car. The price was right, which had tipped me off that it wouldn't be perfect when I did end up seeing it, so after flying one-way to Phoenix I completed the sale and drove the car home. Worst part of the transaction was getting pulled over by the police and ticketed less than 1/10 of a mile into a 600 mile trip.