We bought our car where we got our best deal (around here nobody would budge from at least $5000 over sticker except this dealer). As far as service, we got 2 Free Oil Changes, so we will go there for the free oil changes. After that .... who knows? One of our forum members works at a local agency - we just might start going there for service (too bad we didn't know him when we were looking to buy our XF).
I agree with the others ... go where you feel most comfortable. They must all take care of your warranty issues! Of course, some service departments are a lot more able to than others.