Don't assume they'll give it to you. If you walk in there with an approved loan, they won't have much choice. My insurance co, and many credit unions, and lenders on lendingtree.com, will approve your loan, send you the loan papers and, essentially a "blank check" for you to give to the dealer. If you never give that paper work to the dealer, you never initiate the loan. So--if the dealer has a better loan to offer, you just shred the docs from the other lender.