Welcome from Chama, New Mexico!
Obviously, since NM requires a VIN inspection, you can not get it licensed before you get it here. I would make sure though, that you get liability insurance for the trip!
I agree with the previous posters, that the "Port of Entry" stops are a "grey area". I have tried to stop at all the scales, when I first started to recover military trucks, but ran in to problems sometimes. Most places don't know what to do with us, so they either just let you go (good scenario) or they keep you there and try to find whatever they can write you up for until you are parked and have to call a wrecker service to tow you off the premises. (very bad scenario)
So I have not stopped at port of entry facilities since those days. As mentioned above: clean up, drive courteous and obey the law.....you should not have any problems.
Good luck and I'd be happy to PM you my phone number in case you run in to any problems. Just send me a PM if you are interested.
Soni