i'm still a big fan of working the salesmen over
works best on used cars though.. for a new car, i'd suggest doing some research on about how much their making per sale. tell thim how much your willing to pay, and stick to it.
make it clear that you know exactly what you want, how much its worth, and what your willing to pay.. if they say they can't (or won't) work the deal, shrug it off and walk to your car (just don't be in a hurry to drive off)
a good majority of the time they'll come out and stop you while your in your car
having an internet quote isn't neccesarily effective, it can be done just as your hoping, but it takes a lot of time and effort. it also requires the various dealerships to be in communication with each other.
you'll probally end up spending about the same money anyhow.. after a while it just isn't financially worth it to spend the effort to sell 1 car for minimal markup, especially considering the time it takes to do something like your talking about.
i'd suggest just doing a little research, and stand firm on what you want, and how much your willing to pay. you'll get your car a lot faster like that anyhow