Yep, and for those times that it is an item for the other person, I tell the third party up front, we may get this, we may not, be ready to walk away this time.
I have no problem telling folks that this is not something I want, it's for another person, and if we walk away, I consider it a win, as I didn't spend anything.
There's definitely times when it is appropriate and when it's not. Also, as you say, a big part of purchasing is knowing in advance what something is worth to you and what you will pay for it. If it's there already, then make the deal. If it's close and appropriate to negotiate, then I will. If something isn't even close, I walk as we won't likely get to where it needs to be.
As someone else said, there are different ways to do this (email, many dealerships have internet sales folks, etc). Also, my wife has enough confidence now that she knows I'll eventually come back with what she is after. She doesn't get in a tizzy too often these days to get that specific one at that specific time if the deal is not right. I've also been known to walk away from sales people who are a nuisance and buy from someone else for close to the same terms, etc because they are not a nuisance, and provide good customer service.
One time, I brought my daughter in to buy a car. She had $3500 to spend, and we were looking at a $3800 car. She wanted it, so I started low, and offered $2800. They accepted it. She walked out very happy, and I walked out feeling like I should have offered $2500. 
They might have done that as a gift, because I've bought several cars from them. I'm sure they still made money anyways.
