Seems it's that old 'newness' thing. When I ordered my first S3 back in 2006 (the newer 8P version which you could pre-order but had yet to be released in the UK to even test), there was no discount on offer, this time with the new '11 S3 I got 9.5%
The only real bargaining tool you have is your feet, as if you submit pay they think hey can just carry on in that vein. I'd set a level that you are prepared to pay (a sensible one obviously), and see if they can work a deal using all the usual tat (GAP insurance / wheel cover / service pack etc.) that might meet your needs, save you money in the long run, and not hit them directly too hard in their pocket today.
Be prepared to walk though, a mate just left a brand new showroom A4 behind in favour of a ..... Lexus is220d (bleugh), because Audi wouldn't come down on the screen price due to the extensive options on the car, and they needed to make their money on it. They were happy to let him walk. Try a few different dealers out, and ones in less properous towns may be prepared to flex further at the end of the month (if targets aren't being met).