I'll try to haggle a bit, but if the shop doesn't allow it I'll either pay asking price if it's acceptable to me, or buy elsewhere.
I don't buy haggling being "rude". It's called being a consumer, and it's my right to see if I can get the best price possible, just as it's his right to tell me to hit the bricks. If a shop owner really gets that upset over a customer trying to negotiate, they're not doing good business.
They don't have to get my dollars, and they don't have to haggle. But the fact is, many shops these days (at least the ones around my way) act like they're doing YOU a favor by even opening their doors in the morning. If they treat me right, I'll treat them right. If they want to raise a stink because I want to see about a $30 price cut on a new pistol, a holster, and a buttload of ammo, I'll find myself a new shop where they like to do business.