Hi Pradeep,
Buy the vehicle where it is cheaper and more convenient for you (registration can only be done on furnishing some kind of residence proof, so your native city of residence would be a good choice here).
As regards road tax, it should not be a problem within the state, as the tax is collected by the state government and not local bodies. If we take boundaries too seriously, one would think of having to pay taxes for moving from one ward of city to another ward.. after all the tax collection centers could be different... 
I know I am talking without referring to the LAW here, but this is what practice is. (Feroz - could you please comment about the Law part here?)
But location of registration is important when you are going through standards related transition like you mention, and the two locations between which transfer is sought are in different states. Between Rohtak and Gurgaon, I should think it is not important to pay attention to this factor as well.
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