Bargaining is the way to cheap deals. In many countries it's mostly frowned upon, but even in a place like Amsterdam there are many situations where bargaining can work.
Open air markets are a good bet. When no price is indicated, as is common in the Middle East, you're usually supposed to bargain. In some countries you will have to bargain for 1 minutes, but in others bargaining is a national sport and you can really stay 10 minutes or more discussing the price.
Bargaining is a learning: you might no be good at it in the first place, but as soon as you realize the savings you can do and that you are not hurting the people, it is definitely a good skill to have. More than just getting a good price, you can actually earn respect from people and not seing you as a walking wallet only.
Before buying anything, think about two things. First, what should be the price of this item? Compare to the price of your homeland or some countries you visited and try to estimate how much this could be. Before buying, have looks around and if possible find some boards with an indicated price. Secondly fix yourself an upper limit: "I'm not paying more than this" and stick to it. If your estimation was wrong in the first place, and the seller doesn't want, you will just have lost time.
Then start to negotiate by casually asking the price. As much as you can, don't look interested, and if they make you try the fruit for example, don't put a happy face like "WOOOOW they are delicious!!!" or the price is likely to rise. This can be tricky, but you can always try the "I have seen the same for cheaper in another shop"-technique, but they know the prices better than you so if you say something impossible, you loose your credibility. In the same idea but safer, you can tell it is even cheaper in your home country, and this is something they cannot really check.
Remember that sellers will not sell you something if they loose money in the transaction, so don't feel guilty. If the sellers accepts the price, it means it was a good price, or that he already screwed you! They often will look disappointed, but this doesn't mean they made a bad deal with you, it is a kind of theatrical play for them.
Now if you don't stay long in a country, if you don't really speak the language for example, you will never get the local price. But at least, you will not have to pay the tourist price, just the nomad one ;)
In some countries, it seems that generally men try to fool you and women never. As well, you can try to go away and the seller might run you after offering a better price. However this is really different between regions of the world and even inside a country (for example between Bangkok and the countryside of Thailand).