I don't like car payments either. I doubt anyone does, but for most (me included) it's now somewhat of a necessity until I hit the lottery, become a lobbyist, or something like that.
If you get a better deal or more breaks if you finance than a cash deal if cash is the only thing you'll do, then finance it and pay it off the next week or so. There's no penalties to do that, or it never was for me anyways back when I bought much cheaper vehicles. With rates near zero or 1-2%, you may be better off financing and keeping your cash where it's getting a good rate of return. Depends on the situation, and no two are alike.