Can't speak for Dallas, but in Houston the HGCA shows at Reliant are great (3 per year), and the High Caliber shows at GRB are generally very good (usually about 10 per year).
For example Glocks run $529-$629 at Academy depending on the model, Carter's Country had an ad in the paper for a Glock 17 @ $580. At the last GRB show Glock 17s were very easy to find for $450.
If you don't do your homework its easy to get a bad deal, but if you know what you want and what a good price is, its the only way to buy guns around here.
A few shows back there was a "price war" among the big three dealers on Colt 6920s that hit a low of ~$950.
--wally.