Everyone likes to shop for a great price when buying a new tractor including me.IMHO the biggest factor when buying a new tractor is to find a great dealer who provides you great sales,parts and service after the sale.If I had to pay $500 bucks more for a tractor and have a great dealer it would be worth it to me.
Believe me, I wouldn't not do business with a dealer for $500 if I thought he was otherwise superior with his knowledge of product, helpfulness, service and/or parts, etc.
Having said that, my experience has been similar to what DK35 Vince stated as I have called 5 dealers within a 300 mile radius and have gotten prices between over $4,000 apart, so yes to some extent I am going to shop price.