I was able to negotiate a signing bonus, but couldn't get them to budge on my salary. Until recently, I had no idea that you could negotiate other things (i.e. vacation days, continuing education money, etc.). I really wish I had known that!
I think I knew the other negotiables existed, but I didn't know how to ask for them. Now I try to ask questions and have the employer tell me what items they can negotiate on. Personally, I would be completely willing to accept a lower or average wage and get an extra week of vacation time!