You would have to still do everything and pay the same fee's and tax's!
The only thing different is that it would save you money since it's already at you're house!
Same paperwork involved and you would still have to get a trip permit or temp plate to drive it to the border because they inspect vins. Best bet, you make arrangements at the Duty Free and talk to the owner and tell you're connect to just drop the car off there. The Duty Free guys do that, i did that with them..
Then work it from there... follow the steps if import.