At one of the gun shows that comes through my area, the dealers will offer a cash discount. Some of the prices were reasonable. Sales tax still diminishes the bargain (plus the entry & parking fee), and you would be doing well not to overpay. The selection is what it's about. Being able to find/see/handle a gun that you might otherwise not see in your local dealer's store and purchase it is why you go to a gun show.
At the very least, you can handle some guns and see which ones might be going on your wish list.