I bought my xfire from CarMax and I think they are no better or no worse than any auto dealer. The one advantage in their favor in my opinion is that they have their own shipping arrangements so if the car you want is from another state you don't have to hassle with the shipping. You still pay for the shipping of course but at least that is one headache you don't have to contend with.
The only problem I had with them was their aggressive push to use their own financing. Even though I was paying cash for the car they would not give me until the weekend (four days away) to pay for it and wanted me to sign up for their financing for the four days at a piddly sum of $20. So if you live more than an hour away from their nearest location then this might be something to keep in mind.