Costco or AAA would not have anywhere close to the best possible price on that new F-150. They simply get a modest discount price from the cooperating dealers in exchange for sending them "lay down" customers who think they are getting a deal and will not haggle.
Someone above said that they bought a car for $500 "over his cost"...you would have absolutely no idea what his cost was unless you knew exactly what hold-back cash he was getting from Ford, etc. If you paid
$500 over the invoice he showed you for the car, you might have paid $2500 over his cost. The invoices do not show any of the incentives or hold-back cash the dealer gets from the manufacturer.
The only way to find out how cheap a vehicle can be is to do what Cliff described in the first post. Walk out after negotiating a preliminary price and see how far they are willing to bend over to gain a parking space in their lot. You don't need to buy a truck. They need to sell a truck.