Deciding a reasonable threshold for copy number variation in a CNV (SNP array) TCGA dataset
Your suggested approach of comparing to the baseline distribution on a point-by-point basis isn't bad, although it's going to be susceptible to small false positives from noise. You'd probably want to only use events that span a certain minimum number of consecutive observations.

You might also want to look into circular binary segmentation, as described here: http://www.ncbi.nlm.nih.gov/pubmed/15475419.