Where Does The Collector Have The Most Leverage

Coin shops - being a regular is good, and spending some money each visit will get you points.
Shows - Sunday is your best buying day. Think of it as a Coin Shop Mall, and keep moving on down the line, then come back to start point and begin buying the bargains.
Auctions - know your upper limit and quit bidding when you reach it. Don't forget the bidder fees, too.
ebay - bid the amount you want to pay and forget it. Some you win, some you don't. Check the Buy It Now items for that beauty you can't live without.
Pawn Shops/Antique Shops - generally far overpriced, but check them anyway. Lots of non-collectors will buy here and pay their prices.

Bottom line, if you have the cash in hand, literally, and the seller sees it, he's going to want to deal with you to get it.

I say the coin buyer has the most leverage on... the internet. You can price check in advance to places and things and be ready for shows or anything else. Everyone and their brother has an ebay now so all coin stores probably have a shop, and if not you can sort ebay by recent ended for what you are looking for.

as GI Joe said "Knowing is half the battle." So the more you know beore you go anywhere to buy, then the more leverage you have. This is also based on "the customer is always right." because at the end of the day it is the customer who decides where to spend his money and they can choose NOT to spend it as well.