IMO, The key to a show is to know what you want and to have researched the new and used costs. You can find some great deals amongst the masses of price jacked guns- but if you aren't an informed consumer, you have a better chance of losing a few bucks.
In the past I have also bought used guns from private parties at the shows... always cheap enough that if a gun wasn't working properly I could recoup my cost in a fully disclosed sale. The only downside is that I had to disarm to enter.