How do you deal with customers constantly pricing your products?

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When you go to the local shop, maybe a small kiosk around you, or in an open market, you can easily price the goods but in places like Walmart, or other well known Supermarkets, you can't actually go about pricing the things there. As a growing business owner, how do you go about dealing with customers who are constantly pricing your products. You give them a last price, but they still want to price it lower than that. In most cases, you are actually sure the customer can afford it but they still want to price it down. How do you handle this? In most cases you just end up reducing the price for them cause you don't want them to go somewhere else, while others might say make the price higher, then they would price it lower to the actual amount you wanted to sell it in the first place. While this method works, there are still times where they still price it lower. My question is do you keep reducing the price, or do you just stand your ground and say no, even if it means loosing that customer?