In general the best way is to compare deals between multiple dealerships and be willing to walk away. Never go to a dealership determined to buy that day for the best price you can get. If you feel bewildered and like things are moving too fast, say you need more time... a lot of people have a "deer in headlights" experience at dealerships and end up paying MSRP for a Chevy Cobalt or something ridiculous.

Dealerships will get mad at you for comparing prices and walking away without buying a car... but only because you're actually getting closer to a deal where they make less money.

And then don't forget that financing is a big part of it. Get a loan offer from your bank/credit union, the dealership can possibly beat it, but they might give you a garbage rate if you only get a quote from the dealership.