Many many years ago I finished graduate school and needed to move from California to Canada. I already owned a car (can't really get around LA without a car), so I loaded up my hatchback and drove for two days with a friend. I bought a bike rack -- amazingly, my bike survived the two day freeway trip hanging off the back of my car.
I would choose one of the driving options. If you know you need your belongings, then it's easier to just bring them with you, particularly if you're moving to a new city with which you are unfamiliar. Much easier than trying to drag around three suitcases, lost at the airport, trying to find the Amtrak or long distance bus or public transportation to get to your new rental apartment, and then trying to drag three suitcases or whatever from the subway station to your new apartment...especially if one of your suitcases is packed with books.
Personally, I would rent and drive (but I'm comfortable with driving long distances), then buy a car only if needed at the new location. It's actually quite a lot of fun to road trip with a friend (if you have a friend who has always wanted to visit Natick, MA). With your cellphone and GPS, driving is quite doable. When I did my multi-day drive, I had a flip phone, so I printed out a bunch of Google Maps and mapped out our trip on paper.
However, you should consider the cost of buying a car in WI vs MA. Sometimes cars are a lot cheaper in some states than in others. Though I'm thinking if you're Mustachian, you'll probably buy a used car anyway, in which case, it's better to buy in MA since you should be able to find a good deal in MA. Never mind, I take back what I said. I would not even consider buying a car in WI.
My vote is for the rent and drive option.