Definitely make sure everything that's supposed to be with the car is there, also. I once picked up a brand new Jetta and right after the saleswoman had finished telling me how anal she was about making sure her cars were delivered right, I noticed that although they had installed the rubber floor mats I asked for, the carpet mats the car came with anyway were nowhere in sight. They then "found" them somewhere in the shop.
Next, I noticed a dime-size area by the driver's door that looked like it had been chipped or scratched and then touched up really badly, like they hoped I wouldn't notice. Before I went anywhere I had them promise to repaint the entire area and give me a loaner while it was being done. It was around this point that the saleswoman asked if I would mind not mentioning any of this on the post-delivery customer survey.
Sometimes it seems as though the dealer wants to see what they can get away with. Now that I'm on a roll, I remember picking up a new Protege5 and the salesman showing me the touch-up paint bottles in the glovebox (I always have them throw in touch-up paint). When I got home and took the bottles out I noticed they were previously used, probably ones they had had lying around the service area and figured they could stick me with. So make sure you get what you're supposed to get.