Just piling onto what others have said...
Given the distance and two cars, your safest, most affordable method is going to be a U-Ship type of haul. I had an independent guy with a trailer and pick-up deliver a Copart car 500 miles for $525. It was a day late because his truck broke down, but worked out well. You may be able to find a better deal than U-ship if you can contact an independent hauler directly, but trust/risk/liability may make that impractical. The guys that have delivered cars to me all say to let them know directly the next time I need a car picked up, but they haven't been in the right place when I needed them.
Drive out with a trailer and drive back? The 4,000 mile trip doesn't make sense. Add gas, meals, motel, wear and tear, Time - Unless your time is not valued in the equation and you sleep in your truck, a U-ship will be cheaper.
Fly, buy a truck and trailer? Sounds fun. I like buying stuff. That's actually what I'd want to do. My wife would talk me out of it though. Just make sure that what you are buying is capable and ready - That's not going to be cheap, but could just be a short term investment. ...and consider what happens if the truck breaks down and you have a truck, trailer, and two cars 1,500 miles from home.
I have one of these Reese Tow bars. I used to pick up Honda Del Sols and Civics with it. It worked great behind our Honda Element and 1993 2.3L Ford Ranger for local (20-50 mile) buys. I wouldn't want to do a lot of interstate or heavy traffic with it though unless I had a big truck with a lot of brakes. So, Fly, Buy two, Rent/Buy a truck, and do the train?
It's a gamble, but I'd love to read about the adventure.
Lastly... I have been really excited about going to pick up an awesome car that was the best deal ever, then found out when I got there that the seller was a unscrupulous criminal and the car was a total piece of E36 M3. How sure are you about the deal?
