OPTION 1: Print out the best deals at Amazon.com, Crutchfield.com, and Pricewatch.com. If you find the same item at a store, say to the salesperson, "I'd rather buy it here, so can you match or beat this price?" If the answer is no, you already know where you can get a better bargain.
OPTION 2: Have your eye on a digital camera or MP3 player? Ask the store manager when a newer model will be released (often October and November). Beforehand, companies tend to slash prices on the older models, or bundle the item with extras, like a free printer.