I've helped friends and myself buy about 5 new cars in the last year. This has been foolproof.
1) Figure out exactly you want in your car. Color, options (both factory and dealer installed), and trim level.
2) Go to:
http://carcostcanada.com/1/en/default.asp and get a cost report which will list the invoice pricing, the amount the dealer pays to the manufacturer.
3) Add 3-5% on to the invoice cost. Dealers have to eat too.
4) Carcost will automatically trigger a call to a dealer that subscribes to the program. Tell him your price.
5) Phone a bunch of other dealers in the area and tell them your price. They either match it or they don't.
6) Pick the lowest!
Once you've done 1), the rest can be done from the comforts of your home or office over the phone or internet.