When I got my last set of 20's (July '07) I actually tried the above - even tried at 3 different Tyre factory outlets...
Tempe were still ALOT cheaper, for the same rim/tyre wheel package, including the freight !!! they were even cheaper that what a good friend of mine who owns his own wheel shop could do...
May or may not be a different story now, you'll just have to shop around and see the best deal you can get at the time that your in the market for a set