I do not go to gun shows very often. I know prices will be above market value of most every gun on a dealer's table. I have a rule for myself in that I will not take more money than I can spend. I have paid over market value for a few guns at the shows. Those have been the ones that are hard to find here at local stores.
One thing I do is to check the local stores before going to a show. I get a better idea of what the local market is on items I would be tempted to buy at a show. Most times when I am at a gun show is due to crappy weather so shooting for that day is out, and I am bores so I will go to a show to look around. Once in a blue moon I actualy find a real good deal. Most times I do not.
No matter how many times you do it and nothing happens it only takes something going wrong one time to kill you.