Bought a new car myself earlier this month (yeah!). Lots of good resources on the net for the American consumer

I searched local paper ads as well as online price engines (Edmunds, GM Buypower, Yahoo Autos, MSN Carpoint, AutoBytel/Autoweb, Consumer Guide, Consumer Reports, CarTrackers, CarPrice, CarPrices, CarsDirect, StoneAge, VehiclesOnline, InvoiceDealers, etc).
Most of the above sites (plus AutoSite) also have excellent info/news for background research. Then there are the mag sites/forums (Motor Trend, Car & Driver, CarSound, etc) for more reviews, user views, aftermarket talks, etc.
Note that talking to an Internet rep of a dealership almost always nets a less stressful experience (taking away the in-your-face sales pitch and all those underhanded tactics). And in my exprience you tend get a pretty OK price right away (though not necessarily always the cheapest).
Anyways, my new car has awakened the love of all things auto...