I realize I could finance through the dealer, but I understand most dealers mark up the rate as their commission.
It depends. I have excellent credit and was putting down about 50% upfront, so I let the dealer know that I'd only consider their financing if it was competive. What they offered, thru Bank of the West, turned out to be the best deal. My own banks didn't seem to have much interest in RV financing, and focused on long-term loans that'd have you underwater at higher interest rates. Dealers probably offer a variety of terms, and they may not offer their best terms initially, or to all customers, so it pays to be direct and shop around.