1) Which state's taxes do I pay?
Texas
2) What titling and registration do I pay/perform?
Texas
3) Do I need to pay Texas taxes when I bring the new car immediately to Texas?
Pay it when you register car. Have all your paperwork in order so they can know what you actually paid. The vehicle price minus your trade-in price will be what gets taxed.
4) Does Spartanburg delivery change/complicate things? Don't know, but shouldn't.
5) Should financing be based on TX or CT?
Don't know
6) Will my Texas based financing be good in CT?
Don't know

I was financed with a bank through Wichita, KS, so financing shouldn't be any problem. In Texas you have 20 business days (roughly 30 days) to pay tax, title & license. IF you go over that time you are penalized 5% of the tax amount for the first 30 days over, then it goes up from there. The taxes are no problem. If you are leasing I have absolutely no idea what you do then.

Thanks!