What are the hidden costs in buying a new car?

I went on consumers reports and edmunds and got the bottom line car prices, and I THOUGHT was getting a decent deal, but when I go to the dealer's to sign the final paperwork, there are documentation fees, conveyance fees, tire something, inspection fees, transport, etc. that have been added on....which of these do I have to pay and which can I refuse? Any suggestions for haggling a better price? I live in Connecticut. Thanks for you help!