In my experience buying a new car is definitely not fun. It's better than listening to a life insurance salesman pitching whole life insurance, but that's not saying much.
Some fine examples of the ugliness are in this piece. In my most recent experience, a few weeks ago, I encountered these three:
1. A car listed as "new" on the dealer's website had 4200 miles on it, but the sales manager informed me that it could be sold as new because "it has never been titled".
2. Seconds away from closing the sale at a price listed on the dealer website and agreed to by the salesman, the sales manager told me I'd have to pay $1500 more than that price. That price, as indicated by teeny, tiny print on a second page of the website--with no asterisk on the first page--included "all applicable discounts" such as $1000 off for owning one of the manufacturer's cars and $500 off for being a veteran.
3. Almost all the dealers near me selling the make I was interested in had added several hundred dollars of "dealer options" which were heavily marked up and included such fabulous opportunities as a "rear bumper decal" for $75. This is to say nothing about the $500 "dealer prep" charge which every dealer added in.
That said, the experience seems to be slowly improving. I found Truecar.com quite helpful. The Black Book assessment of my trade-in at, among other places, Cars.com was also helpful. I didn't use AAA's car buying service this time, but I had one excellent experience with them a few years back.
Maybe in another ten or twenty years it'll be no more unpleasant than buying a refrigerator.