I know this is easier said than done but IMO, the trick is to establish a relationship with a dealer, preferably a family owned one that has been in business awhile. There, you are much more likely to be treated fairly, since "word of mouth" is golden around here.
I've been dealing with the same local Kubota dealer for over 40 years. I know them, their wives & kids, and they know me and mine. I've purchased 7 tractors from them over the years. They don't always give me the best price but they are always close. I routinely compare prices for goods & services and they have never cheated me.
Sure, I could have saved a few bucks by buying elsewhere or on line, but to me, dealing local is worth a bit of extra money. It pays off in the long run.