I haven't been to the warehouse, but I did purchase the WL set of furniture from mousesurplus via Ebay. I'm in Virginia, my shipping was around $500 for the set.
I did not have any issue with the delivery time. It was about a month from winning the auction to actual delivery at my home, I believe. I thought it was a reasonable time frame. Also, something was missing from my shipment, and I notified the sellers and they sent that to me no additional charge, they were very cordial.
However, a word of warning. This furniture is USED.... used by many different people over the course of a few years and can be very badly nicked up. It is also made out of MDF with veneer (except for the table top of the round table, which is oak).
For example, the dresser I received has a large gash on the side of it, looks like someone scraped it when moving it out of the room. The mirror has small square pegs that fit into an opening on the front of it, the mirror I received is missing 2 of them, so there is a small hole where each of these pegs should be inserted. The table with the 2 chairs is in pretty good shape, no major damage. The armoire is very, very, heavy (being made out of MDF), and the outside of mine is in pretty nice shape. However, the front doors don't close perfectly, they bulge out a bit, and are not aligned. The bedside table is in pretty good shape, a couple of nicks probably from a vacuum. The lamps are in ok shape, although I don't know if they work or not, as I haven't brought them into the house yet.
So, if you want to get the best pieces in the best condition - I'd go to the warehouse directly to pick them out yourself if you can. The images of the warehouse on the web show MANY, MANY pieces of WL furniture, so they have plenty to choose from!
