OK, I think I've got a good way of explaining my point.
Last year, I bought a 57" TV from Circuit City. Their price was $1999. I found it on a bunch of different websites ranging anywhere from $1299 to $1699. I know however, though Circuit City price matches, they will not match online stores. I understand and completely agree with that policy. Online stores have no overhead, therefore, can charge much lower prices.
However, I did find an online ad for a family owned electronic store in New York that had the TV for $1599. So, I printed the ad, and brought it into Circuit City. The manager said he couldn't do $1599, but could do $1699. I bought it on the spot. Wasn't the way I thought it would happen, but fine nonetheless.
Now, to me, a customer doing that, while possibly annoying to employees, isn't doing anything wrong or unexpected.
Now, if I were to walk into Circuit City and see that TV there for $1999, had no ads or fliers and had no other numbers in mind, I would be wrong to say "Can you do any better than that?"
I mean, jeez, where does it end? The reason I think that is wrong is, you're putting the employee in a very uncomfortable posistion. You wanna play that game, talk to a manager. If I give you a lower price than I gave your friend who bought the same item, then your friend comes in 2 days later, makes a stink, and I get into trouble. Then that customer tells another person, and he tells another - Before you know it, the store has a "open for discussion" pricing policy. That's not a proper way to do business, and customers shouldn't expect that.
Those are the reason why if a customer asks me point blank, "can you do any better than that?", I say "No sir/madam. That is the price we charge."