Back in February I asked the same question when we were buying a new c240. I went to two dealerships before buying the car. Both gave us the same story about standard fixed prices. What they did agreed to do (when we called the salesman from dealer 1 to tell him we were about to buy at dealer 2) was to put in options without charge. It is cheaper for them to do it this way. Since for ex. they give you a CD changer for $900 but pay $400 for it. The final price and how much in extras you get thrown in, is a matter of you negotiating ability. I am no genius at dealing, so I am sure you can get at least $2K off.

I am not so sure about getting perks or better service if you buy it from your local dealer. We bought the C240 and a used ML in a two week timeframe and the service from the techs is as good as you local (insert brand here) shop, and we still got the crapy mazda 626 rental.