The deals are fewer for sure. At the biggest local gun show the best deals are by the largest dealer who already has the same prices every day at his shop. So it is fun to see them all laid out in great quantity but you can't get anything there you can pick the next week or the week before the show.
It used to be that shows either provided lower prices from lower overhead or selection of items you couldn't find locally, or saving of shipping charges for heavy stuff like ammo and bullets. Now, most tables price that back in so the prices are about the same as what you would pay over the Internet with shipping.
There may be a few exceptions now and then. Probably one of the better places to shop in person for something used, but don't expect a bargain, just wider selection and better chance of finding that elusive rifle or handgun or part. It is depressing though to see the shift in number of tables away from guns to non-gun fluff.
"The ultimate authority ... resides in the people alone. ... The advantage of being armed, which the Americans possess over the people of almost every other nation ... forms a barrier against the enterprises of ambition."
- James Madison