I've never had the problem of dealers checking credit when I test drive either. This used to be common practice I believe and now they can get in BIG trouble for doing it w/out your permission.

The only thing that has adversely affected my credit score this year is moving, and a credit check by a lessor. All of the others have been soft pulls because I requested them.
I haven't bought a car since '07, and only went to one dealer (I knew what I wanted and knew their reputation), so I can't speak to the hard pull at a dealership.