I've taken vehicles "in the wrapper", no problems. Dealers have messed things up taking the film off; I sure wouldn't trust them to do it. Specify it up front and you *can* get the vehicle with the film still on. FWIW, the better dealerships don't take the film off right away, they rely on it to protect the paint.
The transit film can be a little bit of a pain to get off (different manufacturers use different stuff) unless you have products made for that (check AuotInt and FinishKare), but it's not all that bad. Solvents like PrepSol and 3M Adhesive Remover work OK too.
It's sure not so hard that I'd let them do it. Remember that the people they have doing such tasks are *not* gonna be as careful as you will, and they don't have any special, "expert" knowledge. One careless wash and you'll have all kinds of marring to deal with (and they wash it as part of removing the film).
Using the AutoInt ABC or FinishKare Decontamination System (clay during the "acid" step) would be a good idea. I've done it (ABC) to my last few cars and it worked well for me.
I'd get the "in the wrapper" part literally written into the purchase agreement. Make it clear that you will refuse the car if they prep it, that it's all part of the contract that you're agreeing to. Some dealers assume that you'll be so excited about the new car that you won't stick to your guns, so they just do whatever they want and expect you to get over it (this has happened to a few Autopians). Don't sign over any trade (or let them take the plates off it) or sign any delivery documents until you've seen that the vehicle is "as requested". Be prepared to walk away.
