Looking before buying your first rig is a large part of the fun.. As with any substantial purchase, it is recommended you do your research and know exactly what you need to fill your particular needs. Resist the pressure of the salesman, who gets paid on commission to see you what he/she thinks is best for you. Chances are what they are pushing is what's best for the dealership or the salesperson and not necessarily for you.
Then compare and compare prices using 800 numbers and websites. There is no strong advantage to buying locally anymore, unless you happen to have an exceptional dealer for service.
What type of RV were you considering? In what part of the Country are you located?
Thanks Steve - we're definately having fun looking, especially the kids. We're planning to look at everything under 4,000lbs (dry) that can sleep 6+. We're just starting to narrow down different designs based on floorplans - we decided that having the bathroom directly across from the entry is a good idea, with the kids (instead of them dragging dirt and mud all the way through the trailer to reach the bathroom). Luckily, we're located in the great state of Oregon, which appears to be the RV capital of the world - lol.