My experience - and a recommendation.
I shopped around all over the country for a good deal on my SE5.
In all the cases (MI, IL, NC, TN, TX, AZ, CO, MO, OH, UT, WY), I would bring the Spyder back home and pay the New Mexico sales tax title & registration. In NM, you have 30 days to do this. The dealerships I talked to had other documentation fees and prep costs and etc. that varied wildly. I talked to a couple of dealers in CA and we never got close enough to a number to discuss how sales tax would work.
I ended up getting mine in Arizona - the best deal and it turned out to be a great dealer experience. You might consider looking at the Spyder dealerships around Lake Havasu, it is just over the border from California and not far from Las Vegas. ( and only 550 miles from me )
I know many have ridden their Spyders 100s of miles out of the dealerships and I was going to. My salesman, was great and very nicely, with great diplomacy, recommended that I not ride it home. I have been riding motorcycles since the mid-60s and was really up for the ride home - and besides, "EVERYBODY else is doing it!!!"
Well life happens and Spyders are NOT motorcycles. In a moment of rare humility, I took my salesman's advice, rented a great tilt load flatbed trailer, drove out and bought it and chauffeured it home. I am so glad I did. Temperatures in the single digits, expressways closed for hours by accidents, high winds, 4 inches of snow in places and no vacancies anywhere. And there was more; it also turned out I had to be back home ASAP, so I drove the whole 1,100 miles in just under 24 hours. The 5 hours of expressway closures really killed me.
Now that I have put 600 miles on the Spyder in the few weeks I have had it, I realize that ( for me ) the trailer was the best option. Given my experience on bikes, the Spyder is different and I highly recommend some practice - or at least a lot of leisurely time for the long drive out of the dealership.
Despite all the problems, it was a great experience, but I would not have wanted to do it on a new Spyder I was breaking in. It was cheaper than having it shipped, but I love driving anyway - especially here in the Southwest.
Best of luck and joy in whatever you decide to do. Also, try not to personally bail California out of its financial problems. They will come looking for you next year when they find themselves in the same hole.
Tom