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There isn't any particular dealer I avoid in the metro (with the possible exception of Richfield-Bloomington Honda). I have noticed that the salesmen tend to be rather agressive at the Walser dealerships however. Be prepared to hear the phrase "what can I do to get you to buy this car today" six or seven hundred times if you stop at one of them. I usually just reply, "Boy, I don't know. What CAN you do to get me to buy this car today?" I've also found that telling them I'm seriously looking at a practically identical car across town for an asking price $2000 less always puts them in a friendlier mood (dealers are terrified if you leave their lot without buying - particularly if they think you're headed to a different dealer across town - as few customers ever return).
If you're looking for old Neons, Burnsville VW (Cliff Lake Road and 35W) is probably the best place around. They have a younger clientele and deal in huge volumes, so they tend to get a lot of Neons in on trade. As an added plus, they have a rather small sales lot (the cars are pretty much stacked on top of each other) and seem to be willing to do anything to make more space for more used VW's. If you go down to Burnsville though, also check out the Honda dealer by Buck Hill. I've looked at a few Neons there. A friend of mine bought his Saturn there and got a really good deal.
You might also try doing dealer searches on these websites:
Most of the area dealerships list cars on one or both of these websites. A caveat though: the prices on these sites are dealer “dream prices.” I don’t know the demographics of those that shop for cars via the internet, but apparently the dealers have pinned the internet shoppers as rich and completely naïve when it comes to car shopping. When shopping for my last car, I found a number of cars in the paper ads listed on the dealers’ websites as well. The price listed on the website was invariably higher – in fact I found one car (yes, the same car!) listed in a Star Tribune ad for $4995 while the dealer’s website showed $7995. And since it was listed at $4995, I’d be willing to bet there was still wiggle room.
When I was a sophomore in college, myself and a friend used to go around test-driving cars for fun on the weekends. It was probably the cheapest entertainment around (and how many other punks can say they've blasted down I394 at 100mph in a Jaguar XJ12?). Actually, I got so comfortable dealing with car salesmen I actually started enjoying the whole "negotiation game". I recall one occasion at Wally McCarthy's where a saleman actually followed my friend and I off the lot shouting, "how 'bout $3200?!?! how 'bout $3000?!?!" We spent the ride back to his place shouting lower prices at each other in $200 increments. Man, if I was actually serious about buying that Cutlass Supreme, I could've gotten it for a song...
If you have the time, try to enjoy the shopping experience. Drinking dealership coffee and driving the hell out of someone else's vehicles is never a bad way to spend an afternoon.