any ammo that I question is pulled apart for the components.
I must be the odd man out on this topic as I have bought "Gunshow" ammo after giving it a very close inspection.
If there are specific notes on what was loaded, notations on powder type and quantity, bullet types, weights, oal, primer types etc...if it is well documented on the label I have been know to buy it and then when I am home pull several to confirm that what the label said is actually what is being used.
ie. I know what Unique looks like and if the label says it is a .38 Spl with 4.5 grains of Unique and a 158 SWC I will weigh the powder to confirm, give the powder a visual to see if it really does look like Unique, Bullseye, etc. and then weigh the bullet. If it is a powder I don't know or recognize I will usually take note of the powder weight and then compare with other known standards. If it is within a normal range for a .38 SPL load I then sometimes will fire it in my strongest gun, for .38 SPL it would be in my Marlin rifle over a chronograph to see if it is close to standards.
Many would say that I am gambling with a destroyed firearm...so far I have not had a problem I believe this to be from being very thorough. I have yet to find any ammo that was grossly mis-loaded at a gun show.
Odd man out I guess.
Randy