To help answer your (OP) question... I ended up doing both ordering and buying directly from the dealer. I put an order in with my local dealer for '12 back last December, ended up agreeing to MSRP for a BE. Made sense to me at the time, didn't have a problem paying MSRP to guarantee my place in line. My car was destroyed in the Tsunami so I ended up back on the market if you will. I moved quickly and purchased a premium over the phone getting a couple k off of MSRP. There aren't many options with this vehicle so that is really not an attraction to ordering. I think you can get a better deal on vehicles that are actually phyisically on the dealer's properties, but the other side of that arguement is that the if the dealer can sell the vehicle before it reaches him, it is more profitable to him... either way you go you won't be sorry.
If you are dead set on it and know exactly what you want, and want it as soon as possible, I would put an order in. If you are okay with a little uncertainty leading up to the purchase, wait and buy off the lot.