I recently purchased a car from carmax. I was very impressed. They are a well oiled machine with a well designed sales process. I liked that you can have a car shipped to the nearest location without obligation to purchase (free shipping within certain radius, you are obligated to pay for shipping outside that). In my case I had the car sent from VA to CA. I made the VA rep walk the car and point out any defects. I then had him email me stating it was free of scratches, dents, etc. That way I had a strong chance to get the shipping costs refunded in the event it showed up with damage.
'08 E90 M3 - Alpine White - Sold
'13 E92 M3 - Silverstone II - Sold
'04 E46 M3 - Jet Black - BBS E88, KW Clubsports, Brembo BBK, SuperSprint Exhaust