Check out this 5 minute video of tips by Rob Gruhl on how to buy your next car from a dealership. I remember going with my wife on her last car shopping trip (before we were married), and she ended up doing everything you're not supposed to. If we had seen this video and had some of this guidance, she might have walked away feeling better about her purchase.
The only thing I see lacking in what he says is what you should do if you're not extroverted enough to follow his tips – in this case, find a friend – the one that loves to haggle/argue/debate/etc, and coach him/her with this video on exactly what the game plan is to follow. Let this friend be the voice for you at the dealership – even though you'll be the one signing the final papers, there's nothing that says you can't bring in a designated hitter to face that salesman's pitch (pun intended).
I, for one, plan to follow these guidelines for my next car purchase. Looks like that'll be sometime around the end of 2008, wish me luck! :-)