Suggest you try unhaggle.com. A friend in Toronto tried it recently to purchase a RAV4, and it worked very well for him.
I bought an X3 a couple of weeks ago. I wasn't interested in playing the usual negotiation game. Instead I asked the dealer to give me a very significant discount on a second set of rims plus snow tires - they were quite happy to oblige and it worked out about the same.
As part of my buying research I joined the APA and got their dealer cost package. I must say I was surprised at how little a dealer makes on a sale / how low the margin is.