I cannot think of anything you should check beyond the usual: spare tire, flashlight, making sure all the equipment you ordered is actually there, etc.
The one thing I would recommend is preparing for the post sale hard sell(s). Since I buy a new car only about once every ten years or so, I found that my dealer's post-sale hard sell of add-ons are considerably more extensive than when I last purchased a new car in 1999. Know up front whether you want lojak, rustproofing, wax sealant, leather conditioner, etc.. Personally I think they are all bad deals - at least at the prices the dealer was quoting - and turned them all down out of hand. But the sales lady was persistent and beginning to resonate with my wife before I shut down the sales pitch. If you are interested in any of this, I would recommend doing some quick pricing with non-dealers or on the internet before arriving. You can probably do better elsewhere for most of this.
What I said above goes doubly for the extended warranty. If you intend to buy one, you need to arrive with a price for the type and length warranty you want to buy at the deductible you want to pay. As someone who has never let go of a car before 10 years, I was interested in Chrysler's Lifetime Max Care which essentially extends the bumper-to-bumper warranty for as long as you own the car. One of the sites recommended by members of this forum is www.chryslerwarrantys.com
. I let the financial guy pitch the warranty he wanted to sell me (Easy Care, 7/125,000 for $4000) and then asked him about the Chrysler warranty. After describing all the evils of the Chrysler warranty ("you HAVE to go to a Chrysler dealership, not an independent shop, which are NEVER open on Sundays...." you get the idea), he told me the Chrysler Max Care Lifetime with $100 deductible would be $3800 or something like that. When I showed him the $2100 estimate I got at the website (not counting the additional $150 off!) he refused to deal with me and I paid for the car and left. I ended up buying the warranty on the website.
So, you really need to know what the price of extended warranties are if you intend to get one that day (and you can wait, if you wish) so you know you are getting a fair price.