You call or email to do the initial negotiating, same as always. Bit of a hint, might be best to not say you're in Canada while negotiating prices, they do know there aren't a lot of dealers willing to sell to us here, and the price can go a bit higher because of that. It wasn't like I could just go to another dealer. Then after the fact, let them know you're Canadian and will need an MSO, no state sales tax will be collected, etc.
Once you're happy, you put a $500 dollar deposit on the credit card. Payment was done by going to the bank and wiring the funds to their bank.
After that, get your VIN, get insurance, fly down to the dealership (we negotiated them picking us up and driving us to the dealership, instead of paying cab fare etc), takes about an hour to sign the paperwork, get the keys and manuals etc. Drive back to the border, pay the fees, then home.