I got connected with a guy who was a fleet car purchaser for corporations. I could tell him exactly what I wanted in a car (make, model, options), and he would give me the price. He would also tell me if it was better for me to just go to a dealer in my area.
I bought a Jeep Grand Cherokee from him in 1994, and saved about $5000. I flew down to AZ where he was, he had the car drop-shipped to a dealership, picked up himself, and met me at my parent's house for me to sign and give him the cashier's check. I wasn't even charged any of the dealer lot fees--just the price he told me over the phone. I did have to give him a ride back to his office though. It was the best car-buying experience I've ever had.