I would never buy at a show. Too many people in the units. I can't just sit in it with the wife and discuss features because there's always someone coming in that wanst to be in your spot. Much easier to go to the dealers lot and spend some quiet time looking things over. I like to use shows as a chance to see lots of different makes without driving all over the place. Nothing more. If they want a sale bad enough they will give you the sale after the show is over. And if it's still on the lot for a month or two or longer you should even get it cheaper than the show price.
As far as rates go. It's always a good idea to check with your CU or bank and see what you can get and on what terms. Then if you strike a deal on one at least you know where you stand on your financing as opposed to the dealers.