I've found that if I shop around, I can usually find deals just as good as most gun show deals. But one has to have an idea of how low something can go for. I find really good deals on ammo and accessories. Gun shows are great for comparing prices and models. There might be thousands of different things one can examine while a shop may have a very limited selection. Most shops can order just about anything, but it's good to be able to actually see and handle the various things available. And, deals can be found at the shows. The vast majority of sales are through regular FFL dealers who have set up tables. I have examined things and asked for a business card. Most dealers I've come across who had something I was interested in said they would sell for the same price in their shop if I was interested later.
Something I have NOT seen at the shows is all the "children" and criminals we hear about getting all those handguns, assault weapons, machine guns, missles, etc. "no questions asked" that Klinton, Gore, Feinstein, Brady, and others keep telling us about.