It is very hard to transport, I would play it safe and put it together there. Good Luck!
i agree, I put mine together at the party. just show up early and do it there if you hate people watching you do this like i do. or do it in another room, kitchen or dining room, but don't be tempted to try and move it once it's all assembled.
http://bakencake.com/wp-content/uploads/2010/09/save-cake-1.jpg
Glad I saw this. I am doing one this week as well for a friend's daughter. I only have a couple miles to go so I'll have to look at it a little more before I start. I do know it says you can use the plastic dowels to help support the turrets, maybe if I keep them on the longer side it will help. I really don't feel like finishing it there as they will be getting ready and the grandparents usually get there early as well so there will already be a good number of people there before the party actually starts.
I've made this cake twice. Once I constructed it before I delivered it and it traveled mostly OK. I needed to reposition one or two towers. The second time I made it, it was a wedding cake and I couldn't justify taking any chances that it would get damaged during transit so I constructed it on site.
I did this one last year, and two of my turrets came loose on the 8 mile drive. My husband was driving so I was able to hold them in place and resecure at the location. If you do decide to assemble before delivering, use enough icing to secure the turrets to your cake and you should be okay- unless it's a long drive, then I would assemble at the party just to be safe.
The one I made transported OK but would have done better on a sturdier base.
The base board flexed and the turrets separated from the base so they were only being held up by the frosting on the side of the bottom tier.
The towers on the second level had plastic dowels attached w/melted chocolate and they stayed up fine. I put the ones on the VERY top on when I got to my friend's house.
Even with the "loose" towers on the bottom it was fine inside until my friend moved it outside into the sun 
the towers started to slide.
If I had to do it again, I would put it on a thick cake drum instead of cardboard or foam core and then glue those towers down with RI. The dowels worked fine for the upper towers.
Good Luck
Kristy
Thanks everyone, talked to my friend... explain the logistics of the cake - and she is so sweet and worried about me - that we are looking at other design concepts that are castle/fairy...cinderella like.
I dont have a problem doing the castle cake (something new!) so if the birthday girl wants it.. she shall get her castle - Aunt Vicki will make sure of it! I have seen the castle cake made with ice cream cones (regular) and the pointy ones... using RI as glue and painting melted chocolate on the whole thing to hold together is also another idea?!
Gosh, by the time I'm done - you maybe able to hold it up side down on a rollercoaster and still have a cake! LOL LOL
You could use melted chocolate to secure (thanks Sharon from SugarShack)
I did with with my castle and transported and it didnt move an inch!
http://www.flickr.com/photos/sugardelites/5231740932/
I made a castle cake with fondant wrapped paper towel holders and drove with it 90 mins, no problem.
I outlined the bottom of the tubes with royal icing and attached them to the board and to the side of the cake. For the towers standing on the cake, I attached with RI as well, but they had two dowels for them to slide over. That kept them from tipping on the soft cake.
I like arriving with the finished cake instead of being watched as "the magic happens." 
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