Couldn't agree more. There are also a large number of dealers who sell via classifieds online ( http://www.gunsamerica.com/ ) so you can get a pretty good idea if you are getting a decent price.

Don't be afraid to haggle a bit, on both new and used. Though you'll probably have better luck negotiating on used. Find a dealer who is very helpful, not pushy, and who doesn't make you feel like you are an idiot. Tell them that you are looking for a local dealer, that you need to research it carefully as it's a large budget item. Tell him your price range, what you need it for, and what you would like to see. Then, if you can wait, you could also ask him/her to keep the peepers open for hardware that fits your bill and budget. Make sure that he knows you'll be coming back for ammo, accessories, and possibly future guns.

One other thing, go to a local gun show. You can meet a lot of gun dealers quickly and get a general feel for who you would like to deal with pretty quickly. Don't be bowled over by the lowest price tag. Those are quite often movable and the lowest priced stall might not be the best in service.
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Experience is a hard teacher because she gives the test first, the lesson afterwards.