I have visited the local gunshow 3 times and over that period of time, I have gotten acquainted with all the local shops in my area that go to the shows. Their prices are no different at the shows than they are at the store.
I have experienced this also w/ guitar shows. As a matter of fact, I have gotten way better deals on high end guitars from local small shops than I have ever been able to get at a show.
Last of all, the computer shows I've visited, are the same way. The reason everything is cheap is electronic depreciation which moves at a speed beyond light. It is a big dumping ground for "new" obsolete equipment. They are just trying to move merchandise to clear shelf scpace fo new stuff. My point again is, I can build the computer I want down to every detail, for the same price if I order the stuff across the Internet or go to a show.
The only reason you can find those "deals" at shows is that all the merchants are there at the same time. You don't have to trek across your state to visit all the gun shops to compare prices. The vendors don't drop their prices just because they have a booth at a gun show.
Sometimes it is the rareness of the gun and no matter what, if you want it, you are paying a premium. I recently did that very thing. I found a brand new, never shot, in the presentation box w/ all the paperwork, a 1990, #917 out of 3000 made S&W 629 MagnaClassic. I posted a thread a few days ago about it. I paid $895 for it. It was a consignment sale. Do I think I got ripped off? Not a chance. This gun is so accurate, I would have paid $1500 for it. With the thousands of collectors and shooting hobbyists, I doubt I would have ever run into another one in this shape.
I went a little off topic there but anyhow, many suggestions on where to look are good ones, just don't think gun shows are clearance sales of that nature.