I've generally had good luck with shows, including some in places where people have said in this thread 'good deals don't happen anymore' - for me, maybe it's patience, maybe it's collecting a very wide variety, or maybe it's just being willing to haggle for ten minutes and directly say "No I won't pay that but I will pay this..."
At the Orange County show, a CVQ/CYQ P-38 with a refin was 400 and an excellent shooter, in small Louisiana shows I've picked up a like-new Colt D.S. for 500 and then a Beretta 94b LNIB for 475 at the New Orleans show, AZ shows I've found dozens of Colts and Smiths over the years, and here in Idaho while we get the kitsch sellers there are also plenty of folks to argue about a Mod. 27 or 29 or etc over.
The only thing really gets on my nerves about shows is when someone really wants what you have and tries to 'neg' it to get a better price. I once took in an early postwar Browning Hi Power, excellent shape, planning to hold onto it unless I decided to trade it for something. One fellow stopped me, looked it over in-depth, asked me a second time what I wanted on it, then started shaking his head and trying to nitpick it.
'Nah, I couldn't do that, there's a scratch on the grips here and you've got some holster wear...'
"Okay then, thanks, I'll take that back now."
'Well now I guess I could do maybe 800 because...'
"WHOA - I don't need your BS reasoning and I WILL need my Hi Power back now."
He gave me quite an unhappy look...which then got a bit redfaced as I traded the Hi Power at the table next to his for a boxed Detective Special and 1k in cash...
I still thoroughly enjoy shows though, in the overall.