I'm buying a 2009 328i coupe with ED in Munich this December.
After stopping by dealerships and encountering clueless and/or non-dealing salespeople in the Houston area, I emailed my specs (Premium, Sport, Nav/iDrive, Premium Sound, iPod Adapter, and Sport Steering Wheel) to ten different Texas BMW dealerships that feature Internet Sales. I told them that I was ready to buy right now and was planning a European Delivery. Five responded. Two made full MSRP offers; one wanted to 'discuss' the price with me; one (Autobahn BMW in Fort Worth) offered me $500 off retail; the remaining dealership that responded (BMW of Corpus Christi) offered $1,000 off MSRP for ED. I went with this offer and provided a $2500 deposit to start the process.
I realize that it's difficult to obtain discounts on brand-new models, but it worked this time. I would recommend this dealership, as they delivered their deal without quibbling. They're even arranging a free "courtesy delivery" to a Houston dealership to save my having to travel 300 miles to pick up the car after it arrives in the US.
If you live in Texas, keep these guys in mind!