I bought my first 9mm Hi Power, a very slightly used (as in no marks on it at all) FN HP-SFS, at the Saxet show in San Antonio. I paid $460 out the door (or is it off the table?). I think this was an excellent deal.
At another Saxet show I bought a Marlin Glenfield .30-30 for $180 total. Wood had some wear, not the prettiest finish, but no rust or pitting, shoots great. Another good deal, I think.
At yet a third Saxet show, I sold a Rossi revolver for $200 that I had bought for $250 at a local gun store a year previously and had continously carried and fired. I was also pleased with that outcome.
With some careful looking, I also find good deals on particular brands of ammo that are harder to come by on the 'net or in gunstores -- mainly Winchester Ranger and Cor-bon.
Before I go to the shows, I generally have researched whatever I am in the market for, and know the total prices (e.g. including shipping, tax, etc) so I can spot a deal when I run across it. I have seen some guns and ammo that were well above my definition of "good deal" or " reasonable," so I didn't buy those.
And finally, I love to walk around and see all the other, non-gun stuff the people bring to sell -- mil surplus, knives, belts, niche tools, commando gear, etc. Worth the entrance fee just to see what's going on. Plus, I hope my attendance and purchases are giving gas pains to certain political opponents of gun show sales.
elb