depends on the vendor.
I’ve just recently ordered a big DLP set online. Though it was warehoused in middle NY…
They offered “curbside” delivery - they delivered the box to the porch (or what have you). For an extra few bucks they can deliver it, unpack it, and set it where you want it. In some cases a few places offer a delivery with “setup” for a few more bucks (to simply plug it in basically).
Rubicant also had one delivered recently http://www.nyspeed.com/forums/showthread.php?t=35230, maybe he can chime in.
My only advice is really: be sure that the warranty the vendor sells will cover your in-home stuff (particularly for large sets)… I’ve seen (rarely) some “unauthorized” vendors sell warranties that were relatively worthless.
FWIW, I ordered from www.intechav.com. Corporate login: HDBUYS