Join a local cycling club or team. Many bike shops offer 10-20% discounts to members. That $30 membership can save you a few hundred dollars off of a new bike.
Also, shop for last years models. Selection can be pretty spotty, but if you are not too particular, you can find some good deals (up to 1/3 off).
If you must have the hottest bike or if the shop must special order it for you, then you should expect to pay top dollar.