it depends... if you've got some plastic barbs in your system, you'll want to make sure they are twisted in tight after transport or maybe even during transport because if the tubing starts to swing or sway, the plastic barbs may come out (loctite = uber)
also, I've heard somewhere that if you have your waterblock on too looesly or too tightly, it may physically damage your CPU while being bumped around in a car (same with a regular heatsink I think)
otherwise it should be fine, it would be smart to jump start the PSU with only the loop to check for leaks for a short amount of time (ie. ~10 minutes), make sure to check all the barbs and fittings