My suggestion for market pricing estimation.
The Internet is your friend.
Check Buds Guns through the Powersearch feature and then think about the normal dealer transfer fees. It's a common sense search enginefor finding all kinds of stuff (scopes, bi-pods, rifles, rangefinder, you name it). While I am sure everyone has their favorite sources, these are my goto's for specs, pics, availabilityand basic pricing information.
http://www.budsgunshop.com/catalog/advanced_cat_search.php?cated=40
Check Impact Gunsfor their store prices.
http://www.impactguns.com/store/index.html
Check Cabela's by searching in Google for "Cabela's M&P .40" (example of gun name).
As for haggling, if you live in a competitive market you should always be able to get the chains (Sportsmen's, Cabela's, gander, etc.) to meet each others' lowest pricing so don't hesitate to ask. You need to consider carefully whether you're going to expect a smaller, independentdealer to meet chain pricing. They oftentimesdon't have the economies ofscale to lower price or cost so decide what the level of service and value are from them before beating them up unfairly.
Shopping is fun.
Enjoy!