I've purchased several new cars, so I'll chime in. Let me preface what I'm about to say with this: I'm not a fan of car dealers, so forgive me if I sound harsh.
Most of the fees are BS. The reg/title/license fee looks legit, but you should ask you dealer what you're paying him $299 for. I think VIN etching is a waste of money. The dealers will tell you that insurance companies will offer you a discount and you'll recoup the cost of the service, and furthermore it only adds $x.xx to your payment. My insurance company doesn't care if my windows are etched or not, but you might check with yours. If you decide that VIN etching really is something you need, then you can buy a kit at an auto store for about $30.
Additionally, I don't think there's any reason why anyone should have to pay MSRP for any car. The thought of paying more than MSRP makes me cringe. You should shop around. You can find a better deal (unless, of course you have to have the car NOW).
If you're a first-time new car buyer, I'd highly recommend
http://www.carbuyingtips.com/