If you have the right license, endorsements, insurance, and permits, it's certainly possible. The only question is whether it's worth it.
In New York, it wouldn't be wirth it unless you burn a lot of gas. Just renewing the CDL and the Haz-Mat endorsement costs ~ $600.00 by the time all is said and done, plus three trips to DMV and one to the nearest place where you can get DMV-approved fingerprints taken. Then you need to buy the insurance, which is high in NY because of the number of lawyers per capita in the state; probably obtain a NYHUT permit ($99.00 last time I checked); comply with the
NYSDEC requirements for registration, tank testing, etc; and probably get a resale certificate from DTF for the taxes (unless the bulk supplier collects the taxes). There may be other requirements, as well. I downgraded my CDL a few years ago because I no longer needed it and didn't feel like paying for it, so I'm kind of out of that loop.
In New York, you'd have to save quite a bit of money on gas before breaking even on the expenses of hauling your own, so it probably wouldn't be worth bothering with. But it's certainly doable as long as you're willing to wade through the bureaucracy. I suspect the same is true anywhere in the country. You just have to compare the savings to the costs.
Rich