Speaking of this, if you have really good credit, I've had great success with Lightstream bank for auto loans. Their rates were the lowest I could find (for both new and used vehicles), but more importantly they just deposit the loan into your bank account and then you can go buy the vehicle with cash. They also don't end up on the title, so despite the fact that the rates are priced like an auto loan, it's really an unsecured loan. I know I probably sound like a shill for them but if you want to pay in cash but don't actually have enough cash to do so outright they are totally the way to go.
That said if you're buying from a dealer, you will most likely be able to negotiate a good deal if the salesman and dealership think they are going to provide you a loan. They get rebates (kickbacks, effectively) for pushing your loan through their preferred banks, and most finance departments will try to mark up your loan rate as well as they get a cut of that, too. (So yeah, never use the finance department's bank unless you've already secured your own financing and they are *actually* lower, because the first rate they offer is typically higher than what someone with good credit can find on their own). You can always tell them you're planning to finance the purchase, and then when you get to the finance dept pay however you want.