Go to
this site to figure out the invoice price of the car you want. Print up the sheet with the MSRP and invoice prices on them and take them to the dealer for reference when car shopping.
What I did was go to several dealers, asked them what the best price they could give me for the truck I wanted, thanked them, and left. One dealer stopped me 3 times and came back with a lower price every time. I ended up buying a truck for only $200 over invoice, but that was 5 years ago.
My advice is to shop around and don't buy a vehicle the same day you look at it. It's a big investment and you shouldn't buy on an impulse.