I go to certain gun shows here in N.C. but not all of them. There is a local one here that goes on a 5 city circuit, continuously. Same vendors, same guns, same prices. I've never bought a firearm at any gun show. Usually, like others have stated, they want too much for them and are not what I'm interested in. I don't care for black rifles (and 1000's of accessories to go with 'em), 6.5 CM's, cheap scopes and knives and just junk in general. So I blow right through a gun show to find what I want if anything.
I'm always prowling for deals on powder, bullets, primers and brass (not necessarily in that order). The bigger shows seem to have lots more to offer for reloading components and great deals can be had. This year, at the "big" gun show, I bought 6 1lb bottles of RL-26 ($20ea/same lot), two boxes of bullets ($30ea Berger/Lapua) and a 1000 CCI BR2's ($50) for just under $250.00 out the door. There's no way I could have visited enough gun shops in a day or surfed the internet long enough to get those deals! Especially on the powder with its normal Haz(your money)Mat charges! I find most vendors will work with you on pricing when you buy a little more. If I had had $500 to spare, I would have bought more.
Normally, there are no "long range", heavy barrelled rifles here locally, if there is it's a Sendero at $12-1500.00. Not running down Sendero's or Remington's, IMO those rifles are not worth that kind of money, even with the "highly touted and praised" 5R barrel. I can get those cheaper at a gun shop, used, AND usually get the previous owners name/number so I can talk with him about the rifle. How he used (or abused) it, what kind/how much ammo's been through it, what kind of hunting or shooting he did and usually get a story or two during the conversation. I like to talk to the previous owner's. It "set's the stage" for my plans with the rifle and what direction I head off in as far as reloading for it. In my experience(s), most of the previous owners didn't shoot the rifle a lot and say "It was too dang heavy and long and never used it!". I figure once the newness wears off it gets displaced or replaced by a sporter weight barrelled rifle. Lucky me.
Alright, that's my windy thoughts/feelings on gun shows in general.
P.S. Last year, at same gun show, I bought 100 pcs of virgin, Norma .300RUM brass for $107!