I've order 2 cars and the it's always gone like this:
Build your car online first and bring in the printout.
The dealer has an order entry system on his computer. He asks you what options you want and he enters those codes colors, etc. After everything has been entered into their order bank, they hand you a printout, to verify everything is correct. It will also list the MSRP. A few weeks later, the dealer calls back and lets you know that your car has been "preferenced", which means, you car now has a scheduled build date and they give you that date. In most cases, expect to wait about 6 weeks for delivery. BTW, when i've ordered cars, I've never had to put down any deposit.
It's not more expensive to order, UNLESS they have inventory that they really need to get rid of and they are pushing selling them instead.
On another note, i've also got my dealer to locate my cars. This works by them entered the RPO codes for options or colors that you're looking for and searching for cars so equipped in their sales zone. My last car was located and it did cost me about $250 more, as they had to send a driver to Western VA from NE NC to exchange a car and bring mine back.
I prefer ordering, as I don't want a car that been sitting on a lot, been rained on, scratched and that other people have test driven. Yes, i'm picky. But sometimes, the wait it worth it.