Actually, just lie to them. Go through the whole negotiation with them thinking you're going to finance it. Talk about how good your credit is.. blah blah blah. Get them to make you a deal -- don't sign anything. Then when you shake the salesman's hand as he passes you off to the finance guy just say... "you know what, let's make this easy. I'll write you a check" I did something similar.
Also... it pays to come with props (you know, like when John McCain brought in the 2000 page healthcare bill to a meeting and Odummy called it a prop) -- I printed out literally dozens of ads from autotrader -- all of the same car I wanted to get from the dealer I was visiting. I spilled coffee on a few pages, scribbled on some, bent it all up... essentially making it look like I've been shopping around for weeks. Then.. when you're negotiating, keep looking through the pages saying "hmmm..." They'll notice for sure