mechanical issues can be fixed under warranty.... scratches or marks on the paintwork or interior bits are your responsibility the second you drive away.
look VERY carefully, try to pick up car when its not raining and car is dry- very hard to see marks when body is wet.
the salesman doesnt want to spend all day doing the signoff, but dont feel rushed- check car properly.
once the sale is completed and signed off, your best friend the sales man wont want to know you. thats the nature of the beast, you should remember that when taking a little longer to check things properly.
as already suggested, take an extra pair of eyes with you... a friend or work collegue even.
any issues found, just come back another day. i know that's hard when you really want the day, but just think how it will feel if you bring it home and while sitting in the driveway you notice something wrong.
dont leave dealer with car until you are 100% satisifed.... and dont be rushed or pressured into anything!
if salesman is busy, ask him to either come back when you've checked everything or get someone else to stand there next to you. TAKE YOUR TIME.