The Motley Fool Investors have a great plan for getting a new car. A lot of it is focused on how to find the right car for you, so if you already know you want a Ms3 sport, you're 80% done already.
http://www.fool.com/car/car12.htm
I used their Fax Attack method, but used email, the MazdaUSA.com website, and individual dealer websites instead.
Basically, I said, here's the car I want to buy, and listed all the options and color choices. I'm taking competitive bids, so send me your best price, including everything (tax, title, registration, tags, etc.)
I gave them a few days to respond. It took some effort to make sure the quotes were all exactly the same. (Does it include the inspection sticker? A full tank of gas?) Then I took the three best prices. I emailed #3, told him he'd have to beat price #1. If he did, I took that price to #2, and asked him to beat it. And so on, ratcheting the price down. That got me about another $500.
Be sure you get your own financing lined up. I used Capital One's Blank Check, through Costco and got a pretty good rate. Then the dealer beat it. Ok with me.
I ended up paying $1k under MSRP for my GT, or $600 over invoice (plus tax + tags). Not the best deal in the history of the world, but quite respectable. Just a few months ago, a friend of a friend bought his sport for $700 over MSRP.
The big thing about this method for me was, I'm sure I did better than I would have if I just walked into the local dealership. I'm not a great negotiator face-to-face. No, I'm probably average at best. Using email really leveled the playing field.
Also, when I wrote back to tell them their price was too high, it wasn't just my opinion, which the salesman could question. His price was higher than the other dealer. Period. There's no way he can argue with that, especially after I made sure the quotes were exactly the same.
I'll recommend this method to anybody. It would probably work even better if it was a much more common car. A generic Civic, Focus, Camry, Accord, etc. Every dealer has a hundred of those in stock. With the MS3GT in silver, there were just five in my state.