The rubbish about ending all prices with 99 has arrived here as well. At least, the value added tax ("porez na dodatu vrednost" - PDV) is always, by law, included in the price, so you do get that one dinar back.
Shopping around makes sense, because some shops charge outrageously and get away with it, while others may be more modest (on the same item, while skinning you on others).
The prices of cigarettes are maxed out, by regulation, per category. Nobody ever charges less, though - the ony exception I can think of was the HB being one category cheaper for a while, some time in mid eighties. It was only a marketing gimmick. Likewise, the gasoline prices should be maxed, and that's because most of it is imported and the price is pretty much pegged to the rate of euro, but then when euro goes down, the gasoline (called benzin here, not related to bensene but pronounced so) doesn't get any cheaper.
The prices of local transportation are usually maxed by local government (municipality, or city), and whoever takes the concession must abide by them or do something else.
At the local green market it's just like it always was, except the resellers aren't shooed away as they were in communist times, when the peasants sold their own produce. Nowadays the regulation (by the cities) is that one has to rent the stall in advance, and those who rent it for each day of the year win the contract, which is very unprofitable for peasants, who just don't have the manpower to man the stalls every day. Still, these resellers haven't reached a general deal amongst themselves, still compete with each other, so the same greenery may vary in price from 40 to 90 if you only walk to the next aisle.