Esquire: Haggling for Hot Dogs
On negotiating your way into better prices. Certainly a case-by-case hobby, but there are some lessons to be learned here. Somewhat lengthy.
Consumerist: How To: 13-Step Method for Buying a Car While Controlling the Sale and the Price
It takes time and a lot of guts, but you'll save money. "It really works... but it works only if you truly are willing to walk away... and then refuse to bend when they try to put you off or change the terms. Stay civil, do not let any emotion in."