I always haggle with the guys at the LGS but not at the big box stores.
When I haggle though, I also toss out things like, "Would you be willing to knock off $100 on the rifle if I also buy a set of rings and a bipod?"
If they know I'm going to pick up accessories from them for the firearm I'm buying from them it usually goes a long ways toward knocking the overall price down.
When "selling" a used gun to the LGS I usually ask what their best cash price is and ask if I can get more in trade. Ie. the last gun I sold they said they would pay $200 cash, I asked if I could pick out $250 in merchandise as trade and they were more than willing to go that route.