problem with dealership financing

this regards a new car i purchased in Scottsdale, Arizona and now i don't know what to do about the awful customer service i have experienced afterwards.

i hadn't even looked around and felt pressured into signing right away. the manager of the dealership was yelling at the salesperson right in front of me, pressuring him to make the deal. i felt pressured, uninformed, and i admit that while i was naive in my purchase, i was taken, but also satisfied with my new car. the dealership agreed to pay off the entire loan on my old car; i owe the dealership $2XX for the remaining balance. a month later (June 19), my old loan is not paid off and the automatic withdrawal on it continues to take money out of my checking account. i call the dealership on it, they tell me that the check was mailed to the bank on May 31 and that it must be there. i call the bank; it is still not received. the dealership assures me it has been mailed, and gives me the courier's number and shipping number. the courier tells me they did not receive the order until June 19. I try to confront the dealership on their lies, and get passed up and down the hierarchy of telephones everyone telling me it is someone else's problem. I get nowhere. my checking account is charged $90 in services charges as a result of the missing money that taken to pay a loan payment that the dealership agreed to paying off. I reluctantly pay the fees. A week later my finance manager calls me wanting to know why i have not paid the $2XX left on the old loan balance. I tell him I never received an invoice for it; he agrees and says one was mailed, but to the wrong address, meanwhile because it is past 30 days, he will turn it over to collections unless i pay him today.

It has been nearly 40 days since my date of purchase; i have still not received a payment book for the car; i have not received my license plate; the interior of my car is falling apart (it is a 2001) and I hate it and want rid of it; i have received several charges as a result of miscommunication within the dealership. I feel like I have been pushed around and cannot get anything accomplished. I'm frighted of the dealership and want nothing to do with them, but I feel like a victim. what can i do? technically, was the dealership just slow?

thanks for any advice you can offer.