I just bought my 2008 CPO from BMW of Dallas about 3 weeks ago. I worked with Gary Aggas as the salesman. They don't negotiate much at all, and they start their prices out really high. The only time they offer good "deals" is if the car is in crappy condition.
Mine was in good shape overall however it had a few issues that I didn't notice until I'd already brought it home, and unfortunately they are totally unwilling to fix any of them. One of the issues I pointed out to Gary before I bought and he said they would fix it... but they didn't. These are small things like a chip in the windshield, the alignment being off, and the clearcoat flaking off one of the wheels. However, before the sale he was great to work with and very professional. I think the dealership just doesn't give him any room to work with.
I notice in general that BMW dealers are tight asses and won't even give you basic things under warranty like the alignment on a new (to me) car, reported the day after the sale, chipping clearcoat on the wheels (they said the previous owner may have used harsh wheel cleaner, I asked how it was certified with the flaking? They didn't have an answer.)
However if you pay their prices then they are very friendly and the whole process is pretty smooth. I chose to take the path of least resistance and just pay the damn fees, even though I feel like the issues should have been warrantied or done as a courtesy to a new buyer.