No problem buying one out of state. I'm in Missouri and bought mine in Arkansas. Just got it tagged and titled. No problem.
My favorite dealer is Superior in Fayetteville, AR. Small dealership, super nice people, respect their cars, no pressure. They let me watch the PDI and ride with the tech on the "mandatory" test drive (even offered to skip it if I wanted to). They run their shop like I would if I had one.