Also - while you are negotiating deals - ask for the "out the door" price. Often, dealers will tack on all sorts of miscellaneous fees after they quote a price. Those fees help boost their profit margin (and there's nothing wrong with that - you WANT your dealer to stay in business after all) - but at least make sure you're comparing apples to apples.
I agree that MSRP is just an arbitrary number. Larger dealers might get a bigger discount from the Mfr for volume; but they often have higher overhead costs, too. You need to shop around.