I didn't want to deal with crossing state lines and any potential differences in regulations etc. I'm in California where these cars sell sometimes even before they are listed in inventory so I was happy to pay just MSRP.
I got mine as a preorder from Capitol Subaru - no break on price except a small discount on the maintenance plan - so MSRP. But so far I've had a great experience with them.
Capitol Subaru was one of the few dealers who would do MSRP even on a pre-order in my area. Off the lot- I'm sure there is a mark-up.
(Edit: Ok this thread claims they aren't marking up off-the lot sales
http://www.ft86club.com/forums/showthread.php?t=42914 )