Disclaimer: I'm in the car business....parts guy.....so just trying to help out.
Here is what I think is one of the best things about the program. In a way, it protects people from themselves as well. What I mean is it allows them to get a good fixed price on a unit before even walking in. You can talk for a long time about dealer holdback, dealer incentives, back end gross, and all the other ways dealers stay in business. Dealers are after all a for profit business and the different levels of profit go to various places. For example holdback....sales departsment don't make their money there....that is dealer bottom line. Finance.....for those that don't have financing lined up..yep...you may be paying an extra 1% because the dealer hung your paper at 5% and you agreed to 6%. Sales doesn't get that cut...it goes to the finance folks in the box. Warranties...same thing. It all has its quirks.
That being said, not all dealers are "stealerships". Sadly, there are plenty that play games and b.s. people around and it sucks. I've seen it and agree, its a pain. If you educate yourself first, know your options, know your financing, don't allow yourself to be upsold or talked into what you didn't plan for, can get fair trade in value for a trade, and pay what the Costco Program has set you will have done OK. Could you do better? Sure, a bit. It depends on your time spent working at it and what your end goal is.
Also, keep in mind. There may be a time where your dealer can be your saviour. For example....if you have a good relationship with your dealer, especially your service department, it can pay you back and then some. I've seen many examples of this. Weekly I see vehicles that are juuuusst past warranty, maybe even a year out. They have good service history and next thing you know "goodwill warranty" is stepping in and they are taken care of.
Not all dealers are out to get you. All dealers are looking to make a profit, gotta be done. Carry on.