To alleviate the risk of buying sight unseen, find a local appraiser to view the car first -- or simply fly in and drive home.
If new, by the time you get done paying for an appraisal and travel/shipping -- you'll be even money at best.
If used, then take your time, sell your car, get approved for a loan, then go shopping.
Usually, the market for autos is pretty even throughout the country. California can be a little pricey, though, because nobody out here knows how to buy them -- allowing the dealer to ask ridiculous prices because they know that, sooner or later, some chump is going to bite.
Bottom line? If you're shopping long distance (defined as too far for you to drive) for a readily available car because of price -- you probably can't afford it.