Shro: I've never actually transported anything in a horse van, but I think it would be sooooo much easier than trying to hitch up a trailer and attempt to back it up if you overshoot a turnoff, etc. I have a giant pickup and a decent sized BP trailer and can't back it up for the life of me.
I think it would actually be cheaper in the long run. I currently own my large pickup because I like having the ability to carry big loads (not just horses). But it gets 7mpg... If I got a horse van, I could sell my truck and trailer and buy something with better gas mileage. (Though I would miss my truck...). I wouldn't really use the van very often but it shouldn't be hard to maintain. It really wouldn't even take up much more room than my pickup.
Darrin: What state do you live in? I'm in IL and I'm pretty sure only semitrucks have to go to weighing stations. The box truck pictured above is about the size of a typical moving van, or a bit bigger than a pickup truck. As for a ramp, well, I'm thinking maybe a half-ramp. My friend's trailer has a bottom ramp, and then the top half is on little pumps that help lift it up. It wouldn't have to be super large, and I could always set up a little pulley to get the ramp back up.