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If nothing else, some times seeing the items in person can help you decide what you want and what you definitely don't want. I had found some grips online that I thought looked comfortable/nice looking, got to see them at the one of the gun shows, and after holding em in my hands realized it wasn't what I wanted.

I have found some great deals at Gun Shows, and I've seen terrible high mark ups as well. I would do your homework, have some parts in mind and have an idea of price range + shipping. I find it hard to beat my local FFL shop because they try when possible to give a good 10-20% off the sticker/MSRP price.

I went to one a couple years ago right after Christmas (Very early January I believe), just window shopping. I wish I'd had some money saved up that time around, because I found some great prices on AR parts and packages. Did some saving and went back to the same gun show when the came back in March/April thinking I'd get some of those great deals again. They were alot more picked over and overpriced the 2nd trip around, I was very disappointed. But it lead me to building my own through my FFL and it ended up being alot better price then if I'd gone the Gun Show.