I think it depends a lot on where you live.
The shows in Houston, where I go to school, tend to have a lot of NIB Tauri, glocks, sigs, etc. for either the same price as a normal store or even more, a very few used firearms ranging from decently priced to waay too much, and a bunch of t-shirts, knives, accessories, etc. I tend not to find anything worthwhile except to constantly "window" shop at the newest handguns to check out how they feel in my hand etc if it can be done without wasting a dealer's or paying customer's time/energy.
The shows I go to at home in Las Vegas, where I spend vacations with my family, can be counted on for much the same but with a larger selection of used guns, more beef jerky/popcorn/other snacks, and always good deals on ammo from the Miwall booth(s). The ammo deals compared to any local store including even Walmart make it worthwhile to go and pay the entry fee.
I should add that I almost only look at handguns, so I don't know if there are better deals/finds on the rifles or shotguns. Since I don't particularly like shooting long arms, the only ones I look at are the older military ones for historical coolness.
So yeah, depending on what the shows in your area are like, expect a lot of stuff at or above normal going price with a few deals lurking about that you need to keep an eye out for, maybe some cheap ammo (name brand or professional reloads), and an opportunity to see and hopefully handle some more rare, exotic, or older firearms that you otherwise wouldn't be nearly as likely to see in person.