What a list!! e46
fanatic is certainly the rigtht description of the person that wrote that list!
In my view the essential things to check before you leave the dealer are those which relate to damage (scratches, dents and the like) and missing things like tools, because spotting them straight away is the only way to prove that it was the dealer's problem and not something that happened later.
It is also important to check the spec, because if something is missing you're going to want to get it fixed (missing CD player?) or compensation (wrong trim colour?).
In the extreme, you might want to reject the car completely - if the paintwork is seriously flawed or if there's a massive spec error (wrong engine or transmission or colour).
Getting hold of a manual to read up on the operation of the car has a number of benefits, although I've never bothered to do this in advance. It might allow you to spot a problem with the car when you go and pick it up, but if you find something small (intermittent wipers not working?) then what are you going to do - reject the car? :? Or get it fixed and collect it the next day? If you've traded in your old car and sorted out insurance from collection day and the like then this may not be practical and you might just have to bring the car back later.
So my approach is to get there in daylight, inspect the bodywork and trim carefully for damage, jump in and drive off. You'll have loads of time to check out smaller details when you're showing it off to friends and strangers over the first few weeks.
If you are really a cautious type then you'd take your new pride and joy to a quiet road to ensure brakes, steering and gears all work before going on a long trip ... particularly if you'd just bought a Mercedes.
