if ya find a decent price, go for it. The convenience is worth it. Personally I found the cars I was interested in (mostly sports cars) to be incredibly overpriced. I've heard their warranty is good too.
I bought an A6, and while I didn't get the price I'd have gotten from a dealership and running the full weeks-long car-buying process, I got so close to it that running the process seemed like an enormous waste of time and energy. But then I exchanged the car, for basically frivolous reasons, and that experience was so pleasant that it feels like one of the best deals I've ever gotten on a car.