I just purchased my TH-58PZ800U in Denton, TX on 12-27-08 from a "large local retailer".
Initially I paid retail $3699.99. The salesman and I were discussing so many different makes/models on sale that I assumed the TH-58PZ800U was on sale. I got home and did some internet searching, and of course noticed that the model was up to $1000 cheaper on-line, and that the price I paid was the FULL price. I located another local retailer in my area that had the same unit for $2799. To make a long story short, the large local retailer "price matched" the difference and I was refunded almost $1100 to bring the total cost to $2900 (with tax). They also threw in free next day delivery, a $100 value.
So with all that said - I wish we had purchased ours on-line to avoid the hassle. We just wanted the TV quickly because we had already moved our 42" Panisonic Plasma into our bedroom, and my hubby was itching to play with his new PS3. You've made a very smart decision AND you are saving the tax and shipping. Congrats to you!
This TV is fantastic and worth every penny. We initially purchased a Sony Bravia 52" LCD - and not to knock Sony, but we took it back the next morning because our 4 year old 42" Panasonic had way better PQ.