What's the difference?

I've never bought a brand new vehicle before...

What is the difference between Invoice, Sticker price, and MSRP?

I believe invoice is what the dealership paid for the car, sticker is what the dealer is charging, and MSRP is the manufacturer's sugested retail price. Some places as I'm sure you already know will have a sticker price above the MSRP for cars that are in high demand and whatnot.