Costco is typically an average deal. If you are looking to get a drop dead deal on a new car you need to wait until October wen the 2010 start hitting te ground. Additionally you need to find a high volume dealership that is willing to give a few cars away so that they hit their volume incentives. I would agree that prices in LA are going to be anywhere from 500 to 2500 cheaper depending upon the car so it might be worth the drive.
If you think about financing check out costco which uses capital one and penfed federal credit union.