I find the best way to "deal" at gun shows is to do all your homework before you go. Know what you are looking for and know what it costs. I find of late that I get better gun deals on line or even at some of the local gun shops.
Went to a gun show this past weekend with the specific intention of buying some .45ACP ammo. The guy I usually buy from was out of stock so I was reduced to going from ammo dealer to ammo dealer to see where I could cut my best deal. Ended up buying 2000 rounds (2 cases) at what I would consider a deal ($315 per case).
The point being is that I knew what ammo was going for and I knew a deal when I saw it. My buddies that were with me just bought several thousand rounds of the exact same ammo on line but paid $15 more per case plus another $23 in shipping expense. Only advantage they had was they didn't have to lug it to the car as theirs was delivered to their front door.
May the Schwartz Be With You.