I went to one once, but you have to have a resale number to buy from them. I didn't. A friend was a dealer and I went along to drive a car back to the lot.
Some good deals, but there's ZERO recourse if you don't like what you got. At least with a dealer, you can drive it and check it out and such. Plus smog crap has already been taken care of when you buy from a dealer. You're paying for his time doing the paperwork, smog, and inventorying several cars for you to check out and drive before you decide on one.