Shopping for Car Loans

Ok, for those of us who have financed cars whether being the Prius or another vehicle, I would like to know, what would be the best way to shop around when it comes to getting approved for a loan?

Basically, I have read that getting online financing would be best like Cap One and E-Loan, alongside with the credit unions. But i'm not sure if E-Loan is accepted at some dealerships though. So when shopping for a loan and getting the best rate possible, is it like simply putting an app in at different places? The main thing I want to avoid is doing multiple inquiries when shopping for the best loan to where it could bring the score down. Though I heard that when shopping like this within a certain time frame it will only count as one inquiry, but I don't know how true that would be. Since I know the online lenders you have 45 days from initial approval, I want to work on getting that done so when my car comes in all I would have to do is write the check out and drive home.

If anyone has any tips or clarifications on this would be great.