For what it's worth, you can walk-in at the end of a month, a slow selling week, or simply have great negotiating skills and get a special pricing. I believe in that, although I never experienced it for myself.
Most deals I signed in the past 15 years I negotiated by email having multiple dealers send competing quotes. I do not get the absolute hands-down best deals, but I am good with knowing I gave it my best effort and negotiated the price I was willing to pay.
That said, my last purchase experience was a bit different. After starting the usual route, I ended up contacting a broker who got me the pricing no other dealer in my area could match, a broker fee included. Brand new, not a loaner. Reputable dealership. Easy transaction.
Just food for thought.