The buying services can help you avoid some hassle but you can beat the prices most of the time, from what I've read on the Prices Paid forums posts here.
Time is on your side if you decide to do it on your own. When you don't have to buy a car, you can simply walk out if you aren't comfortable with a deal or dealer and move on to the next car. There's plenty out there to choose from.
You may also want to look into using a broker. You won't save any money there either but it can be a lot less hassle if your area dealers like playing games.
For researching, search on "OTD" - buying based on an out the door price should mean fewer surprises when you go to pay.