None of my pin-buying experiences have been all that weird. I guess the weirdest was when I bought my first one, a Swords of Fury, and the guy pulls up in this tiny little hatchback car. I was wondering where the machine was when he pops the back hatch and there it is, shoehorned in there with maybe an inch to spare on all sides. The machine was fine, though, and I still have it to this day.
Though, there was the time when I bought my Black Knight 2000-- I don't even remember how I found it was for sale, but it ended up being a very quick spur-of-the-moment decision. After I had bought it and picked it up down by the airport, I found out that my girlfriend had planned on buying me a Black Knight 2000 for Christmas; she had even won an eBay auction for one and had to cancel it. Fortunately the guy selling it to her understood and didn't ding her on eBay for backing out.