I used to fret over whether or not I was getting the best price when I bought something, but I decided to not care anymore. Get what seems like a good deal to YOU. Some will tell you got ripped off, others will say you got a great deal.
I think a lot of this is an ego issue: Getting the best possible deal shows I'm smart. If I'm a sucker, I'll get ripped off and pay more than I have to. Ego demands you prove how smart you are. Self-esteem limits how much 'error' you cope with.
But there's other stuff in the equation: how quickly do you want to own the thing, how long do you want to jack around going back-and-forth with a salesman, on commission-based sales, do you want to reward good service and a salesman's time and attention (or punish bad service by not leaving much commission)?
You paying less means someone else is receiving less. I wonder if the people most militant about getting the absolute best rock-bottom price when they buy something are the same people who over-price and don't budge when they're selling something.