I've done both fly & drive and shipping. Shipping is great if you have the right carrier and / or are too busy to do it yourself. However...
2008. Buddy of mine calls to see if I'd know anyone interested in TWO Mk2 Supras for $1000. Considering my Mk3 had just blew the engine (well, I did that...), yeah, I did know someone. Only catch? The cars were 1000 miles away in Arizona, and had been sitting for a while. This was Toyota at it's best though, the early 80's, those things are indestructible!
So, I place an order to freshen the car up at a Chandler area Checker, fly down with a bag of clothes and my bag of tools (that surprisingly, was ok to carry on), and proceed to fix this car up to drive home. Well, preliminary shake down runs go smoothly, car pulls great, gears out at about 130 (hey, I didn't really notice, truthfully, it was very quiet and smooth!), and... has a bit of an overheating issue.
So, that's not gonna work. End up replacing the entire cooling system, cheapest to most expensive. Yep, my luck kicked in, and it was a gummed up, possibly original, radiator, that was causing the issue. Replaced that, drove the piss out of it to make sure I'd have no surprises, then pointed north. About 16 or so hours later, I'm home, exhausted, and ready for a vacation from my vacation. Car ran great for many years, never gave me any issue, apart from a lack of power at the altitude I live, loved that car.
Long story short? Shipping is great, but you'll never have the adventure of a fly and drive!