You don't have to present your PIN number to the dealer up front - just disclose that you'll be using one before you start negotiating on price. If the dealer gives you a trade-in value based on a regular retail sale and THEN you pull out your X plan pin the trade-in price might change and then people get angry, but it's only fair.
Once you figure out what vehicle you want, pick a dealer, call the sales manager and ask if they'll accept X plan on that vehicle. They don't have to - it's 100% voluntary, but shouldn't be a problem.
Your PIN number is registered to you and is in the system with your personal information. You just need to provide proof of identity along with the PIN number for validation. The dealer doesn't need anything else and if they ask they're just being nosy.
Since the price is the same at all dealers with X plan just pick the one you like or the one that gives you the best trade-in (based on X plan purchase of course).