Need car buying advice

I'm planning on buying a car in the next few days and need some advice.  I'm 90% sold on a 2006 Volvo S60, but not completely.  The 2006 is $2,000+ cheaper than a similar 2007, and they are both new.  The car is at the high end of my price range but I test drove it today and like it a lot.

The dealer (Culver City) is offering the the car at $28,000, which is a good deal when I price it on Volvo's website.  It's an automatic, has leather and a sunroof, 5 cylander turbo engine, 208 horsepower.  I got a very good vibe from the salesmen.  Should I check out another dealer and compare prices before I buy it?  Is there a website that lets you compare prices?  This is my first car purchase, any advice is appreciated.