I'm in Los Angeles, so completely different market, but I can give you some pointers. Do as much research online as you can first. Then print out all the prices you get from various sites, ie. the Lexus site, Edmunds, MSN Autos, etc. etc. Go to as many dealers as you can to see which ones you like and treat you well. I'm sure we'd all like to believe all Lexus dealers are fantastic, but I found a few that treated me like I was a nuisance (ie. I was buying their cheapest car, so they'd rather cater to the rich guy buying the SC430). Use the prices you get at each dealer against one another and see who'll give you the lowest price + best service. If you're getting financing through LFS, I don't think it really matters which dealer you go through (or it shouldn't at least).
You maybe don't have to necessarily go to each dealer if they are far away from you, you could just call them and haggle over the phone with them. I got a good quote over the phone from one dealer (Glendale Lexus), and went into another (Longo Lexus, the biggest Lexus dealer in the US) and just told them the price they quoted me. Without even verifying, they said they'd match it.
Anyway, good luck.