congrats and welcome to the club. i agree with everything already said. you say that you have already purchased the car. as long as you have not aready given them the full amount and have no recourse to get your money back, i would get an inspection done at a local dealer there in missouri. as long as it successfully passes that and no significant fixes are necessary i would fly out there with your valentine one and enjoy a great drive home through the mountain states, it will an exhilarating experience that will show you that your car has been worth the weight.
if you have no further recourse with the dealer - ie they already have all your money - i would ship it and then take it to a local reputable bmw dealer - simply ask some of the board members and they will stear you in the right direction. after that i would set aside a day and pick some nice routes there in california and have that drive that you have been waiting for.
bryon