This is an often discussed topic. The quick answer:
1. Get the VIN from the seller.
2. Arrange financing and insurance but don't activate it until the deal is done.
3. Plan to meet with the seller at their financing institution or bank to close the deal. The sellers financial guys will contact your financial guys to make the funds transfer. They will also handle any financial transfers if you plan to pay part in cash.
4. Acquire a temporary registration in the municipality of sale. It will be good for 30 days to get you home where you'll complete the registration.