I just bought a car, and had the same question. Got a lot of use from the Consumer Reports "New Car Buying Kit". You can buy their full pricing report for the exact model you want for like $14, or you can get their online service for $39 (that's what I did). Totally worth it -- lets you pick all the options and accessories you'd want, and then compare MSRP, dealer invoice price, and their estimated "real" price. Might be tricky getting the real price that low, but at least you'll be armed with a better range of what you should be spending. (And the online service lets you look at and compare any car, so you check out different trims of the one you want, or compare to close competitors. And of course you get all the good CR ratings and reviews.)
Then use the Internet to request quotes from several dealers, using the info you've learned. Ideally you can negotiate amongst a few of them to get the best price -- if you're willing/able to travel beyond the one in your area. Even if you end up buying from the one nearby, you can use other offers for leverage. Carsdirect.com can give you a quote too, for free.
Good luck!
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