I would try Autotrader.com. Enter your selection criteria and choose from your results.
I'm VERY happy with the fact that I was patient when shopping for my '09 FX. I checked the site every day for about 2 months so that I had a good feel for what was being offered for the price. I ended up with a pre-owned clean Certified AWD '09 w/premium package for about $20K less than the MSRP on a comparable '10 model (I paid in the very low $30's). Most importantly, this included the 60,000 mile / 10 year warranty.
You'll see that the prices fluctuate depending on how many are in inventory in the area. In my case, I' bought mine almost 2 months ago. At the time my search results would return 12-15 (of my exact selections) available in my area. Now, there are far fewer. Not only that, all of them are still at least 3 to 4 grand more than I paid.
I would strongly recommend to anyone being open to a pre-owened car. I researched the FX's depreciation and they fall off like a rock for the first year (which makes for a good deal on a 1yr old used one). However thereafter they are just about in line with BMW as far as resale value goes - they hold up fairly well. You may also be able to get a great deal on a 1 year old (or less) FX!
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Update: I searched for new FX's within 300 miles of zip code 84843 and it returned the listings below.
2010 NEW - 9 LISTINGS
Highest Price (msrp): $53,535
Lowest Price: 47,605
Average Price: 51,548
2009 USED - 5 LISTINGS
Highest Price:$56,999
Lowest Price:$35,988
Average Price:$43,196