I bought my 17 Sport DSG from a DC metro dealer earlier this year. At the time I got a little over $5k off sticker, which was double what dealers in the NYC are were offering and few had any GTI Sports. I rented a car for $70, drove to DC, got the car and drove home in well under a day. My experience/advice is as follows:
Bring your own financing, the dealers online change their pricing based on whether you use VWoA, their banks or outside (essentially a cash sale for them). VWoA cuts back on incentives so they charge more if you want to use that, and their local banks charge a premium rate because the dealer gets kick backs. I went with their financing, then after 3 months refinanced with the same bank and got a decent drop in rate.
Check all fees/incentives listed. Dealers charge varying "DMV Fees" ranging from like $200-$700. Also ask what incentives are, and if you qualify. The prices listed online offer about every single incentive and exclude fees and even destination fees, which are not optional. I saw some dealers even including things like recent college, VW partner program, etc. It would be nearly impossible to have met all of the criteria so they just start adding back. Never go off the online price, email and ask for a true quote.
Think about your local dealer, I have a dealer that is like 0.5 miles from me, at the time they didn't even have a GTI Sport in the right color so there wasn't much I could do with them. But I was obviously going to use them after purchase and you want to start a good relationship with the local dealer, especially if you are going to do anything like modify your car. If you have a good relationship with the dealer and then ask them about warranty on a modified car they will likely be willing to do a little more. While I didn't buy the GTI from them, I bought a Passat a few months ago, I was having a suspension issue with my GTI but given that my suspension is decently modified with coils, sways, links, etc. the person at the dealer previously said that any warranty would pretty much be instantly denied. I took it back for the same issue after I bought the Passat and like magic, it was fixed. I don't fault them for the way they dealt with it at all, and was very pleased with overall outcome.
If a trade in is important that makes local dealer even more appealing. If you do the CarMax thing, you immediately lose the tax incentive because it is not the same dealer and that is a good chunk of money for most cars.