What is the most cost effective way to get a vehicle transported from a distant dealer
Have an auto transport company pickup and deliver the car too you. The problem with that is you don't get to see the car in person. Have a mechanic local to the dealer to inspect it prior to purchase. Another way would be to fly one way to the location, pick up the car and drive it back. But probably not cost effective.
The only thing I can add to Tom's advice is to pick it up yourself at the trucking company's terminal. I used to do auto transport. Be very very careful. Have someone or someplace to inspect your purchase before you pay for it. You have no idea how many hart brakes I had delivered.