I spent a decade running an option market maker. Being a market maker gives you a lot of perspective on all kinds of markets. As a result, it gives you advantages when buying a car.
If you walk into the dealer to buy a car, the dealer has one item (the car you are looking at) and many potential buyers. As a result, the dealer can sell it to you at whatever price they want. There is no competition. The trick is to flip things around in your favor. Here is how you do it:
1) Find the exact make, model, and features you want.
2) Go home.
3) Wait until there are 2 weeks before the end of the month.
4) Call all of the dealerships within a few hundred miles and talk to the sales manager. Ask the manager to give you their best possible price with all applicable fees in writing (a fax). If you don't do this step, you will be screwed. Also mention that you want to get the deal closed before the end of the month to help with their quotas and manufacturer incentives.
5) Wait 2 days.
6) Collect all of the bids (faxes) you have to find the best.
7) Repeat steps 4-6 letting the dealers know what your best bid is and how uncompetitive they are. Repeat this step about 3 times.
This process turns the normal procedure on its head. You have now created an auction between the dealers to get the car you want. You aren't waiting in the dealership while they "talk to the sales manager" or write the price in big marker. In doing this process a few times, I've found that you typically get a 10% spread between the high and low bid. The high bids are ALWAYS the no haggle dealers. They screw their customers because the customers don't want to negotiate.
When I bought my wife's CX-9, we bought from the next state over, and they delivered it to our door without us ever entering the dealer. It is hard to beat that.
I was also able to use this tactic on a used car. I was in the market for a Crossfire SRT-6. These were given to the Chrysler execs. A bunch of these cars hit the market with 8k miles. At that point, they were a commodity if you approached the process right.