EDIT: Sorry, the comment spam was getting out of hand on this post. If you've got something you want to say, email me.
EDIT 2: I've gotten a few emails about the spreadsheet I use. Here it is:
I bought a brand new black Mazda 3s about 5 months ago. Shortly afterward, a question about the car-buying process popped up at Ask MetaFilter, one of the best web sites ever. I wrote what ended up being an entirely-too-long response to the question. It got good reviews from lots of people, including a good friend of mine who ended up using it to get a better price than me on a similar car! I still get emails about it every few weeks or so from someone else trying not to get screwed. Here it is, in its entireity. After reading this, check out This article at edmunds.com that describes selling cars from 'the inside.' Then check out this MeFi thread.
I'll try to be as brief as possible, but I had an ALMOST-perfect car buying experience recently. I'll post what I did, and then throw in blurbs where I felt I could have improved. It's long, but I needed to type this up for a friend who's about to buy a car anyway. Take it all with a grain of salt.