Everything is negotiable. Everything. If they look at you like a "d-bag" for suggesting it, then take your business elsewhere.
There's some fine shops out there that are willing to make a deal work for them and for you. If I find a piece that I want, and they make me a deal on it (& maybe plus some ammo + some cleaning stuff + whatever else I can convince myself that I need that day) they can be pretty sure that I'll be back buying the next thing I "need". That first interaction is crucial, but they SHOULD know that if they make me want to come back, they're gonna be making money off of me. I'm sure there are a lot of people like me that maybe just went into a fun store to chat a bit & see what's new in the case, and 3 hours later walked out with a new H&P Q227 Fantabulous 9.5mm. (Or at least the reciept, while the CFO gets it's s**t together...)
Having said that, if I happen to find something that I'm interested in and start a negotiation, if we find common ground, I'm ready to commit to buy right then and there. None of this calling around for a "best price" bs. If I'm standing in front of you and we're to the point of talking about price, chances are I'm gonna buy it, and the longer I stand there, the better the odds get.
Make me FEEL like I got a deal, and I'll send you my friends. Even if I paid a bit more. Make me FEEL like I'm trying to rip you off, and a) I'll lowball you just for being a c**t, and b) ask you the most obscure questions you can possibly think of, just to prove to me and to you that you're nothing more than a paint-eating counter jockey with a body of knowledge on par with dry toast. Chances are, if I'm looking at something, I know more about it than you do.
I guess what this all comes down to, is buy from people that treat you with respect, and that you're comfortable with. If you think you'll pay $X for something and they think they want $X+$999.99, then maybe you won't make a purchase that day. That's just business. At least you got a good chat out of it. If you walk out, though, and think to yourself "wow, what a douche, I never want to see THAT dude again!" then maybe you shouldn't be spending your money in there in the first place!!
(Wow. That got a bit out of hand, but I think you get my point.)