Depending on the state and depending on how and where your buying the car, everything changes.
If you buying a car with cash, you dont need insurance prior to taking the car home. However, if your leasing a car, you do need proof of insurance.
Taxes usually are built into the price that the dealership gives you, which in turn is based on your zip code that you give (where you live).
Fee's include Pack, which is usually around $1100, this is the money that goes to the staff and to the owner of the dealership. You cannot get this lowered. The dealer-handling fee, usually around $500 is also built into the price of the car, this is not something that you can get removed in most cases. Whatever the car sells for on top of that is whats called gross. The best way to get the best deal is to pick up a dealer NADA book, which is what 95% of dealers get their car quotes on. Go to the used car trade in in this book (it changes per year) and find the approx milage. Add the dealer handling and pack to the price of the used car trade in, and start your offer at $500 less than what the previous total was. After the salesman is like "wtf, we cannot possibly go that low"... say that you will do 500 more than that and tell him that it is your final offer, if he comes back within 300/400$ of your offer, its a good deal. If not, thank him for his time and walk toward the door, if he catches you before you drive off with a better offer, I would take it.
With the sites your listing, private party, it can be more difficult to get a great deal on a newish/semi new car. At least that has been my experience. But you get the advantage of not risk getting hassled.
"Horsepower sells motor cars, but torque wins motor races."
-Carrol Shelby