When I went to buy my first one, I took what I thought was an acceptable deposit (10%) and that was all. I didn't feel comfortable walking into someones house I had never met with $2,500 in my pocket, or even in my car for that matter. If you're going to get robbed, it's not hard for someone to take your keys and search your car.
I also bought mine on a Sunday right after the banks closed. The seller suggested I take the back box with me as collateral, but ultimately I was able to make a few phone calls and borrow the money for 24 hours.