I only go to shows know for two reasons:
Powder selection. I can usually get any powder I'm looking for without having to order it and pay haz-mat shipping fees, so there is a savings there.
When I have a friend new to firearms and they're looking to buy I take 'em to the large shows here, but not to buy. They can get their hands on a lot of different firearms, find out what they like and feels best...and then I show 'em where to order it from off the net and save a few bucks.
There are a couple of small shows around here that only happen once a year that are worth a visit.