RE: Gun shows?
I went to my first gun show a couple of months ago. It was excellent - a wide variety of used and vintage firearms, parts, etc.. I had heard that gun shows are becoming more and more just places to sell trinkets, jerky and ultra-right wing manifestos, but the one I went to was far and away mostly gun stuff.
I do strongly believe you need to know what you're looking for and what it's worth. I was looking specifically for a Marlin 336 30-30 lever and found one. I knew what they were selling for locally and therefore knew what a decent price was. I didn't "steal" it, but feel that it was a fair price for an excellent, little used gun. I saw what looked like quite a bit of junk as well.
Just be careful, do your homework, make an offer and be willing to walk away.