Weighing up the pros and cons of arranging for a flatbed delivery or picking up from the dealer, I think I'd collect from the dealer. This gives you a better opportunity to thoroughly inspect the car before taking delivery and if there are any issues, point them out at the dealers premises and getting them to agree to rectify before signing the paperwork.
If you go for the option of arranging a flatbed delivery and you find any damage when the car's dropped off at your home, it could be more a case of your word against the dealers. As Hawaii-Five-O has said, the car is likely to have become very dirty during transit, making it difficult to do a thorough inspection, and if you subsequently find any damage, the dealer will almost certainly maintain the car was in perfect condition when it left them, so potential added hassle to get any problems sorted. I'd also be a bit nervous of possible damage being inflicted on those diamond cut alloys from the straps used to secure the car to the flatbed (seem to remember reading a post on the mk6 forum where someone's new GTI suffered wheel damage from securing straps on the transporter while in transit from the port to the dealership).
One thing's for certain; there's no way I'd let some delivery driver thrash the living daylights out of my new pride and joy, so the delivery driver option just wouldn't be an option for me!