I swear by Benchmade. They are, in my opinion, probably one of the best mass production knives you can buy. I would say they are comparable in quality, price, and consistency to what I have heard most people say about SIGs (classic P series) for CCW. Also, they have the Lifesharp service. You send your knife in, they send it back factory sharpened. I paid about 5 bucks to send in 4 of my knives in August and they came back in two weeks razor sharp. Including the knife that gotten ruined trying to cut the steel belt off a tire (don't ask). That knife was about as sharp as a butter knife and now I could probably shave with it.
If I've sufficently interested you in Benchmades, I recommend looking at the Stryker, AFCK, and Ares series. I have owned all of them and they are excellent knives.
Regardless of what you buy, checking out the
knifecenter.com website would probably be worth your time. I have purchased almost all of my knives (and all of my Benchmades) from their site. My first knife is a good example. I got the Mini Stryker (serrated), 905S, which retails for $110 for only $75. Of course most places can beat retail, but in my experience Knifecenter not only beats retails but most other companies as well. It should definitely be cheaper than buying at a gun show.
Look and handle (be sure to handle a knife before you buy!!) at the gun show, but buy off the Internet. That's my rule of thumb. My $2*10^-2...