This place can be hectic and full of pressure but once you realize that you have the cash and you stick to your guns on a price, it can be achieved. If you are not happy with the deal, just walk away. Start low and go up a bit... The souks will try to snowball you will an outrageous price. Think to yourself would I pay this price back home? If so, you are paying too much for it... you should be able to get some deals.
The market is a truly crazy place but fun! Lastly, don't accept crap from people like putting henna on your hand when you didn't ask for it and then demanding money for their poor children. This situation is crap and just get loud and tell them 'NO!'