I read a while back that Amazon does something very similar. They give new visitors a larger discount on certain items compared to regular visitors. Of course googling it now only returns http://www.theregister.co.uk/2000/09/06/amazon_makes_regular... so it may be bunk.
This is pretty old news. Amazon experimented with this briefly, caught alot of flak, and stopped.
I recently had an experience where I thought amazon was doing this - I'd get one price when signed in to prime and another cheaper price when not signed in. I called up amazon and the rep was astonished as she could see the exact same thing. A few minutes of digging and she figured out what happened. Amazon was showing me signed in the item shipped from amazon (candidate for prime) and showing me not signed in the item shipped from someone else. When shipping was added in, Amazon was always showing me the lowest price available. In both cases, I was presented an option to choose a different supplier, but it wasn't very prominent on the page.
I have gotten my money's worth with Prime, so I am not too concerned. I would be willing to pay slightly more than "suggested retail price" to have something delivered the same day I order it (as happens more and more frequently with Prime orders, even when I pick 2 day shipping), but Amazon does this and their prices are less than any retail store. So I am not going to complain.
(A few weeks ago, I needed a mini-USB cable. I ordered it at about 2am, and it was delivered around noon. All for $4.68...)