I also used Costco. It was relatively painless, and the price was only about $300 more than I thought would be their bottom line. Just be sure to deal with the walk-out price to avoid last second add-ons.
One trick: Don’t forget to ask for parts coupons. The sales floor has very high markups on ‘parts’. They tried hard to sell me expensive floor mats, but I walked over to the parts window on my way out the door and bought the same mats for $80 less.
Another trick: Always check the manufacturers web site for the price of options. Dealers will often add high markups to dealer added ‘factory’ options, and you can beat down the price by showing them the official price.