Is it from Texas Direct? They are like the nation's largest used car dealer and do a majority of their sales online...
I've purchased 4 trucks out of state and my most recent one was from Texas.
I pretty much asked all the questions I would normally ask. I always ask and do all of my conversation via email, not phone. That way I have reference to what I asked and their response. I ask for a ton of pictures. Look close at the pictures as the dealers are really good at takin from a specific angle to hide any blemishes.
Negotiate like normal. They are used to this. If you have verified financing and they know it, it's much easier to negotiate as they know you are a buyer and not a tire kicker. I've been successful at negotiating about a 10% discount from what they listed. The listed price was more than reasonable so I didn't go too much beyond that. It was nearly 20% less than what I could find locally and didn't have to spend 4-6 hours in the dealership seeing the sales manager, back and forth, then to the finance manager, back and forth, etc. Buying online was so much easier and I likely will continue. Last time I went to the dealership to buy a truck, they wasted my time so much I got pissed off and got up and left in the middle of negotiations. I should have sent them a bill for my wasted time.
Financing... I've provided my own financing for purchases and others I've gone through the dealer. Either works but with a local bank, they typically have higher rates than the dealer and won't lend as much $. The dealer may sill be a little leery until they have $ in hand if you provide your own lending rather than going through one of their trusted lenders. Also, if you know 100% that you are buying the vehicle, going through the dealer's financing options tend to work out a little better, at least for me.
I always work out the deal where I have the ability to cancel the deal if the vehicle is not as represented upon delivery. This is where the pictures and email conversations are key reference items. I always make sure the dealer knows, in writing, that delivery will be refused if it is different than represented. I always inspect the vehicle before the hot shot driver even takes it off the trailer. Also, make sure delivery is included. Every time I've done it I made sure delivery was included and stated as such. Many hot shot drivers expect to get cash payment upon delivery, and every one has asked me for payment. I refused and told them to call the shipper to get I straight and showed him the paperwork.
Make sure you know the dealer tax and registration laws for your state because the dealership likely doesn't and will screw it up. You'll either pay too much or not enough. Make sure the estimated taxes you pay them, that any overages are refundable to you. The dealer sometimes uses a 3rd party to do the tax, tag, title paperwork and estimates. These can sometimes be $500. Make sure you discuss this as it will be tacked on to your bill. I've negotiated this out after the fact because it's something the dealer chooses to do without your consent and then bills you for. I'm not fond of this service as they have been 100% incorrect in estimating the $ for taxes, tags, etc for all of my purchases, even when I told them how much it should be and why (in the end I received a refund on the $ but ended up paying what I said it would be...).
I never go to where the vehicle is and always have it shipped to me. It's a chance I take but all of my vehicles have been newer and I ask enough questions and see plenty of pictures that the risk is low. Plus, I leave myself an out by refusing delivery if something is misrepresented. Never had any issues.