A: 

Fetching collections in the same query is almost never the best solution.

One of the best approaches is detailed in this link: http://ayende.com/Blog/archive/2010/01/16/eagerly-loading-entity-associations-efficiently-with-nhibernate.aspx

Personally, my preferred solution is to use batch-size in both the collections and the entities, set to the size of my default page length. That way, your query above would be done with 3 cheap, individually cacheable queries, instead of an expensive one.

Diego Mijelshon
I should have mentioned we're using an older Oracle so batch-size doesn't work.
ShaneC
Also I'm not trying to get two collections from Dealership. I want Cars to load its Manufacturer eagerly. The link you sent is more associated with multiple collections off a single root.
ShaneC
`batch-size` on entities and collections works on all databases. And Ayende's solution works for any number of collections; the idea is that you get the root(s) in one query and the collections in another.
Diego Mijelshon
Actually batch-size does not work on Oracle 9i. It was only added to the 10+ client.
ShaneC
Accepting as an answer since you are correct.. if you have batch-size available it is the correct way to do things.. I guess I should see about getting our clients upgraded.
ShaneC