Free delivery usually involves someone else driving your car too... which I'm not too keen on.
I'm not very happy with this either, but when I got my 4Runner I ended up at the dealer with two cars, so the salesman had to follow me home in it. Since I was in my Mini JCW, I figured the safest bet was to let him drive the 4Runner. Also, remember, others will have already driven your new car before you purchase it, so it isn't such a big deal that someone else drives it after you purchase it.