I bought two bikes out of state and brought them to PA. One was brought back in the back of my truck, and the other I rode back, carrying the bill of sale (private sale), NY title signed by previous owner, and proof of insurance. The bike had no license plate, I was never stopped in the three hour ride from NY. (Some owners might let you keep their license plate on the bike so you don't get stopped, with the stipulation that you mail it back to them when you get it home). I believe some states have some special permit they give for such circumstances, but not sure.
In PA, I had to submit paperwork to get both re-titled in PA, and had to pay state sales tax at the same time, all through a notary, and all for a fee of course. Both owners offered to write me two bills of sale- one with the real price, one with a lower price to save me on taxes. (6% here in PA)
As far as finding and buying a bike out of state, I found this out when I bought mine (kind of a long story). Last November I saw a new yellow 08 DL650 in a dealership, and remembered seeing it there in the spring also. I looked around, and casually asked the only guy in the shop how much it cost. He said $6100. I thought that was pretty good, but just said ok, and walked around some more, then left. Came back the next week, and looked at bikes, asked a different guy about it again, and he told me $6700, and asked if there were any paperwork fees attached to bike sales, or "set up" fees, and there weren't. Turns out it was the owner I had talked to the first time, as the two salesmen were out to lunch, I talked to the owner again then and the $6100 price was still good. So, I had an idea......I thought I might want an ABS 08 leftover, (this shop had only the yellow 08) and had seen many advertised by dealers online at both PA and out of state dealers, (on cycletrader.com), with the "call for price" instead of a price on the end. I went online, found some of these dealers, emailed them, and told them exactly my story, -
That I had found a local price of $6100 for a non ABS leftover, can they get close to that with an ABS.
Well many responded that they had none (although they had a current advertisement on cycletrader.com) and then one responded three weeks later, (*as the salesman had been away), and gave me a price of $6350 out the door, which was not bad. But, I had bought the yellow 08 by then. That shop was in Ohio.
Anyway, short story- try those online (and local) dealers in the fall which advertise "call for price" and see what they will do with leftovers. Then don't forget to figure in your travel expenses and trip home with an out of state bike.