Apparently the pharmacy had a head explosion over the doctors prescription. The pharmacy kept telling me they didn't have a script and the doctor swore she sent it.
According to Caremark, and they told me twice on the phone and the website reflects this, if you are willing to pay the copay you can have a Dexcom prescription filled.
Anyway, it should all be straight now.
The really good news is that if all diabetics get Dexcoms, the price will go down and there will be a market for more similar and maybe better devices. Econ 101.