I make sure that the dealer knows that I walked for whatever reason, be it Canadian premium pricing, or Admin fees, etc. If enough people let them know, they might pressure the distributors to lower wholesale prices. They might revisit admin fees.
We bought the Corolla new, and were careful to let the dealer know that the only reason we did was that we thought the price was very fair (the 09's had a significant price drop, bringing the at-the-time pricing nearly the same as US pricing), the PDI/freight was high, but not outrageous ($1100) and no admin/etc fees made me "vote at home" with my dollars.
We're still all over the map with figuring out what to replace the Forester with, but right now, nothing new is even in the ballpark thanks to the massive Canadian premium and large delivery fees. Subaru has $7K in discounts on the 2011 Tribeca, which brings the price closer, but then they add back in a ton of fees. Cripes.