Well this is just my opinion but I have been price watching for a year. I bought my GXP in 12/2012 also from New York, same color also a six speed manual, fully loaded, sunroof, etc and it had 7377 miles and I paid about 33K. I thought I got a good deal and the dealer says that after I bought it he was getting several calls a day until he pulled the ad from Cars.com. I think I underpaid by about $2000.
Now consider that a Liquid Red GXP with an A6 and 1005 miles sold for 43,000 in January at a Mecum Auction in Florida, plus the seller and buyer have to pay a premium so the buyer's price was even higher.
The car in this thread has 1273 miles and the M6 which was a $700 option and he is asking $39,000. He says he takes it to shows so I imagine he knows the value.
If you plan to buy it as a collector car and keep the mileage low, it is a worthwhile investment. It will likely sell for $39,000 in the next 2 weeks. If I was in the market for that car I would fly there, bring $39,000 cash and put $37,000 cash in front of him make that my offer and drive it home that day - I am just 220 miles away. Most sellers will take the bait, but if you try to lowball him too much, it may piss him off and you lose the deal. If he cares about the car a lot and wants to find a buyer that is going to pamper "his baby" that is also a good tactic to use to get a better price. Or you can try the "Les from Hard Core Porn tactic" and tell him you have all cash and "What is the least you will take for it"? But in any event be prepared to pay the $39,000 if you really want it.
If you live too far away and don't want to add mileage driving it home, arrange for a classic car transporter to take it. Look in Hemmings Motor News.
But don't buy it until you see it in person, and also run a carfax before you go.