Gun Show?
I've been to a few now, and I've found that there are good prices on . . . everything but guns.
Yes, there are exceptions. I found a Kel-tec SU-16 for $465, whereas it would cost me $490 at my local shop. Given that the shop backs things up with their own service and go to bat with the vendors for the customer, handle the shipping and stuff, I was willing to spend the extra bux to order it through them.
Magazines are typically substantially better priced than in stores. Ammo prices are usually quite good. I've seen some good -- even great -- prices on knives (careful though, some guys will sell stuff you can't legally carry). Holsters, carrying cases, lock boxes . . . all good.
I always find more stuff to buy than the money I brought.
But the guns themselves? I bought an M1 Carbine locally. Decent shape. Works. All original. Price was okay. Ran into a guy at the show selling one that seemed to be in decent shape, but had been modified, no longer all original. He was asking $300 more than I paid locally.
Know your prices before you go.
In Nevada, it's okay for a private party to purchase from a private party, and such transfers are not subject to the NCIS check. However, anyone selling to another private party at a show usually takes care to get all the driver's license info and records the sale -- can't be too careful -- if he sells to a private party and something bad happens, he needs documentation to show that there really was a transaction.
One thing that often has a good price is a bare AR15 lower receiver. These can be found for $200 and under (friend of mine picked one up, Stag Arms, for $198, another company locally makes one for about $210).
As the other guys have said, do your homework before you go.
If I run into anything unexpected while I'm there on Day One, I'll go home and research it and return on Day Two to transact if that's appropriate.
All of that having been said, remember to have fun.