I go every chance I get. For $6, I get out of the house, fondle lots of guns, hang out with some good friends, and once in awhile I'll actually happen upon a good deal. Normally, the best deals I find are on ammo. If I were to order bulk 7.62x39 online versus at the show, I'd end up paying a lot more with the shipping charges.
Also, the areas best and biggest reloading store sets up a table every month. If I'm thinking of adding a different caliber or doing up a different load, they've always been willing to help me out, in a very patient and thoughtful way. They talk to me like a customer should be talked to, not like a nuisance who isn't worthy of their attention. For that reason, I buy the majority of my reloading stuff from them.
So, yeah, you'll often find people trying to rip each other off and dealers of lots of non-gun related stuff. But, those parts are heavily outweighed by the good deals and friendship.
For those of you in places that charge $10+ admittance, make you walk a mile to park, or are generally unfriendly to gun shows, you're welcome to come check out Tennessee. Our pro-gun culture is great and it reflects itself in the offerings at the gun shows.
Frank