Hi there,
In a single word..
YES!!
Always haggle no matter what!
Some more info for you...
Seeing as you've said you're going to a dealership, then I'll assume you are going for a brand new car. Get hold of Auto Express Weekly and What Car! magazines, they have excellent guides on what kind of discounts you can expect off 'Sticker' (list price) per manufacturers dealer and per model of car etc. Some cars just won't get any discounts at all, i.e like the MINI that's already been mentioned, but more than likely you will be able to get quite a substantial amount off.
buying a car in the UK has become more 'accessible' and prices have come down quite a bit over the last decade or so, you should be able to find yourself a good deal.
the best deals however are those where someone else has taken the depreciation hit and you pickup a nearly new, low miler car for thousands off the price. Only you know how 'well off' you are and maybe buying brand new is perfectly within your means for you, but I'd recommend being sharper than that, buying an almost 'new' car and with the savings putting them towards other financial deals which will make you money (investments, or savings accounts etc) or, if you feel like spending it, towards that item(s) you really wanted!
Hope that helps!
Cheers! DtM! West London & Slough UK!