I went to the December show at the Farm Show Building and, while it was a worthwhile experience, you really need to know what you are looking at and for...check the vendors on here, have a very good idea what you can get for your money and don't be afraid to haggle at the gun show.
Honestly, I just enjoyed looking at the NFA stuff at the show and spent less than $75 total. Between my father in law's stash of parts, the vendors on here, and most particularly the EE, I usually make out just fine.
Bottom line...know what you can get it for online, then go get it in your hands, mess with it, and if they won't deal, go home and buy it off of someone on here...
(P.S. I think the vendors at the gun show were getting tired of hearing me say, "Hell, I can get that for alot less on the EE." LOL)