I would definitely add that if you know of competitors in your area, then you should speak to them. There is no reason you should feel locked into a single company, even if they have done you well in the past. It is, after all, your money.
I know that when I do side work I still require that I purchase most of the equipment. I don't make much on equipment... but I make a bit, and then the rest is labor related. For stores though, their bread and butter is the equipment they sell you. That pays for storefronts, employees, etc. The labor is truly handled as labor and very rarely do they make much money off of labor. Some places do make more money than others of course.
The most difficult issue for sure is that very few retailers have a clue as to how to actually put a system together and have it work well. Many technicians are out there who can hook everything up, but have no real clue how to troubleshoot or identify real issues.
If you have found a top notch installer who stands behind their work and will provide you warranty, etc. then while you may be able to talk them down a bit, you aren't likely to get much more from them. You could, and should, shop elsewhere, but you really will want to get a feel for their quality, and perhaps some references.
I also know that actually finding a company that will install 100% your own, already owned, gear is often rare - and sometimes carries premium pricing. That is, you (may) pay the same hourly rate, but because they have no clue what they are walking into, extra time is quoted and required. If they'll do it at all. Then, if it doesn't work right, there is ZERO guarantee by the installers. If your plasma, or DVD player, or a speaker has an issue, then you are entirely on your own to deal with it. With a full package, you (typically) get full guarantee for 30 or 90 days on labor and install work. So, should a speaker flip out, many companies will just come in a deal with it for you at no charge.
Very nice when you don't want to lift a finger - but definitely tougher on your wallet.
Now, the bottom line: You aren't really buying a bunch of gear to walk out the door with. You aren't telling them what you want and having some clueless fool go and pull it off of shelves for you. You have an experienced sales guy who must put it all together in writing. This takes far more time than the 'box sale' which is more traditional. Hence, you already have additional employee time ($$$) that you are utilizing for your purchase that goes into 'overhead' costs. The bigger the job, the more time this takes, and the more money it costs the company. So, while it makes sense to you that if you have a $25,000 system that the company may give you a bigger price break over a $2,500.00 system, the reality is that their original pricing, and any discounts typically represent the added time necessary to engineer, specify, pull equipment, order gear, shipping, etc. that is related to overhead costs associated with larger jobs.
I get the wishful thinking though.
Today's sales reps. all have to deal with the client who says "I can get that for $1,000 less online." and the sales reps. often can only say "Then do it. But don't call us when you want it all set up."
I have dealt with it myself when someone said they could buy some displays for 25% less than I was selling for online with a $20K system. I told them that they should consider someone else then if they didn't like my pricing. Today's retail doesn't compete with online for parts pricing, they simply work towards the best service and overall experience.