The best car deals I've gotten were always negotiated via email. Just did this with my M3 through David Aviles and a month ago through a semi-local dealer for my wife's X3.
I always give the local dealers a chance but it's usually more headache than it's worth because Miami dealers will NOT negotiate. Put together a reasonable offer using the online tools that we have and start emailing. First person to say, "I can do that", gets the business.
My local dealer's service department provides loaner cars regardless of where the car was purchased and I love going to the Performance Center... win-win!
'13 M3 E92 SSII | 6MT | ZCP | ZPP | EPS | NAV | MPE | ED & PCD