If you don't know what kind of car you want, head down to CarMax and test drive about five to six vehicles in the category you are looking for. Find the one you like, then check later that that kind of vehicle and year doesn't have some kind of terrible maintenance problem (most don't, which is why this can be done later).
Right now, year or two old used cars are selling for more than they are worth - so if you are looking in that price range, a new car may be a better deal.
If looking for used, I've bought all the ones I didn't regret off private party sales from Facebook or Craigslist. Just lurk daily for about a month and get a feel for what the ones that sell are priced at, and know that the ones that don't sell are probably priced a little high. When you spot a good vehicle at a good price, move! Try to get in to see within 24 hours. If it's at a good price, it will sell quickly. If you want to buy it, get it taken to a dealership for an pre-purchase inspection (Usually $100-$200). If you had a mechanic you trust, he might do it for free. If it's good enough buy it.
If looking for new, then the first step is to find the online forum where the power owners of that make and model hang out, and find the forum thread or spreadsheet where they post how much they paid. This is incredibly powerful, and is the key to your success. It will often surprise you how low dealers can eventually go. Pick a price low from the list, but not the absolute bottom as your plan.
Next step is to contact by email many dealers around, tell the vehicle you are asking for, say you are shopping around, and request an out the door price. If you shop say eight dealers, you will be amazed at how much these prices may vary (like 10% of the value of the vehicle). If you see what you are looking for, go for it, and walk out if they change the price later.