There's not going to be much room on new guns at a dealer because there isn't much margin on new guns. Used guns have a bit more.
A couple of suggestions on haggling in a gun store:
Start realistically. If it's marked at $500, he's not going to take your offer of $200.
If you make an offer, be prepared to pay up if it's accepted. This is a cardinal rule of haggling, but some guys seem to think it's OK to walk away mumbling "I'll think about it". It's not.
The owner at the gun store where I worked hated haggling and wanted to ban it, but I explained to him that some guys would rather pay $850 on a gun they haggled down from $900 than buy it outright at $800, so in order to accommodate them, we had to allow some haggling.