I have done this few times. When I went to pick-up the car, I noticed swirls on the paint as if it has been run through some cheap car wash. I refused the delivery. Ordered a new car.

Another time the car came with different wheels than what I wanted. Dealer did not want to just change wheels. Cancelled the order and placed order again.

They should also give you a loaner till you get the new car. They may not give you, as not all dealers are that nice, but does not hurt to ask.