I'm in the Los Angeles area. For the Costco discount, you have to start by filling out an online request via their website. (Don't want to give free advertising by linking, but a Google search can find it.) They then assign a dealer to you. In my case, the dealer I was initially assigned was pulling all sorts of tricks on me including BS like the Costco discount does not apply to car orders. They were also refusing to give me the Costco price and kept adjusting their price when we complained.
We re-contacted Costco and they "took it for action" so to speak, and assigned us a new dealership. We went there and filled out the paperwork (still no build date, BTW.) Everything is all spelled out for a legit Costco-participating dealer. We could have been in and out in 15 minutes (took a bit of time for the dealer to punch in all my details), but we ended up spending an hour or so exploring their Jeep demos, the "Italian coffee bar" filled with rows upon rows of FIATs (and coffee), and the "Hall of SRT" which was AWESOME. Almost changed my mind at the last minute and bought a Viper, but the evil stares of my wife killed that idea.
I asked the dealer if the Costco stuff was worth their time since their profit was pretty small. Their response surprised me - they said that yeah they might be able to eek out another grand or so after 4 hours of negotiations, but in that time they could service a bunch of Costco customers like me. No stress for either party, super efficient, and it helps the dealership up the raw number of cars out the door. They happen to be one of the few dealers who can sell the Charger/Challenger Hellcats, but they unfortunately won't be at the Costco price.