I was just about to chime in to say something similar. Even if you have a vehicle which can move furniture and a day to blow picking it up, you're gonna pay at least $40 just in gas for furniture which, from the sound of things, isn't that much cheaper per piece than the entire bedroom set they had purchased.

Not to say that I haven't done that before. In the right circumstances it can be a good decision, but I don't know that it's a general purpose replacement for IKEA.