USAA Auto Buying Service
It seems like there was a thread here not too long ago on this subject, but I can't find it now. Just want to report that I bought a new (2011) car yesterday after several months of looking. I used USAA's Auto Buying Service to get prices and did indeed talk to a couple of the dealers that turned up in response to my on-line request for prices. However, they were generally some distance away. I found a much closer dealer which, although not a formal member of the USAA network, met the price. I am pleased with the car and satisfied with what I had to pay for it.
BTW, I did consider a few late-model, low mileage used cars but found the price differences made a new car a better choice for me.