I love going to gun shows. I started shooting about 8 months ago, and had almost no knowledge of firearms before then. My friend who introduced me to shooting goes to the gun shows with me. We've been to three so far, and he uses the shows as opportunities to teach me about different firearms. It's a lot easier to pick up and handle different guns at a show than it is at a shop.
Another benefit is that my friend know what's a good price, what's a steal, and what's overpriced. The education about different pricing alone is worth the trip. I'm starting to point out good deals to him.
I now own six guns, two pistols, three rifles, and a shotgun, and I've bought half of those from one table at the gun show. The table is set up by a gun store in Central Indiana, and always seems to have a good deal on something. With gas prices the way they are, I just wait until there is a gun show, and the price of admission is less than what I would pay in gas to get to the store.
As for the prices, sometimes you'll find good deals, and sometimes you won't. I've seen a $200 price difference in the same gun at one show, so it's smart to shop around. Two weeks ago I picked up a CZ-75BD new, with two mags, for $399 plus tax. I think that I got a good deal.
Go and have fun. Take a friend with you who'll enjoy it as well. Go through once to check prices, head back to the tables with the deals, and get something that you want. Then, don't head for the door, but walk around again to see what you've missed. And, now here's a crazy thought, maybe talk to some people. It's not just a gathering of guns, it's a gathering of people who like guns. Talk to some like-minded people and enjoy the fact that we are pretty much the only country in the world where you can go to this type of event. That alone is worth the price of admission.