When purchasing a car, pick the model you want from the lot/showroom and take notes (make, model, color, options, price) Ask questions of a sales rep if you need to, but don't enter his office or sign anything. Visit several other dealerships and do the same thing. Take note of the lowest price. Wait a day or so, then call all the dealerships, starting with the highest-priced one, and ask them to meet or beat the lowest price you recorded. They'll all ask you to come to them to discuss the matter, you must refuse. Work your way down the list, then start over with the current high priced dealer. Keep calling until you cant get a lower price.
Alternately, keep hold of a blue book. Be sure the dealer is aware of this. Offer him about a thousand dollars over bluebook value (unless the car is insanely old and cheap) so that he gets a nice commission and you don't get ripped off. Be sure to point out if he doesn't wanna take the deal, the lot down the street will probably will.