I've had success selling guns at a few shows and have bought a fair share but the last few times I've been have been "Why did I bother?" events.
There is often not much variety at gunshows so if you go wanting something specific that's not glock/sig/AR you you are likely to be disappointed. If you have your eyes open you can occasionally find deals - or at least prices close to internet+FFL fees. For me it's about knowing the prices of anything I might be interested in before hand.