I've always done this, as far back as I can remember when I was a little kid my dad would take me and we'd go around to all the dealerships and browse. We would usually go later at night.
I've always wondered how dealers feel about people doing that, but I've never gotten in any kind of trouble for it. One time a cop did pull in and ask me what I was doing and I said something about wanting to look around without an aggressive salesman up my butt, the cop just goes "Ok carry on" or something like that.
I haven't done it in a long time but I went out tonight. I'm fortunate to live in a town with a ton of used car lots and they usually have some pretty interesting things. Tonight's sightings (sorry my phone pics didn't turn out, no flash):
ZL454 Camaro: I had never even heard of this car before. It was white with orange "hockey stick" like stripes and had a lot of styling cues from the first-gen Camaro, like the little vents in front of the rear fender and old school SS badges. Torq Thrust wheels, painted gunmetal with a chrome lip. Very cool car.
first-gen TT 3.2 quattro: For whatever reason I have never gotten up close and personal with one of these, but have always really liked them. I never realized just how small they were though! Makes my Versa look big by comparison. This one was a very nice shade of light green that I'd never seen before on a TT. Still can't get over how small though. I always thought I might want to own one but it would be difficult getting in and out of.
Mini Cooper S "rally edition": Never heard of this particular version. It was dark green with white striping and white wheels and big honking foglights mounted on the front bumper. I've never loved the Mini but this one was a pretty cool/funky little ride.
Land Rover Discovery II: I think it was an 03. The thing that struck me about this one was the price: $4200 smackers. I'm sure they have plenty of drawbacks/maintenance issues but I figured the Land Rover prestige alone would command a much bigger price tag.