a couple of thoughts:
1. Unless you find exactly what you've been looking for and you know it's the best deal you seen and you're SURE it's what you want to do, give yourself some time to think about a deal by delaying it for a day. This will allow you to get away from the moment and do some thinking on it to make sure it's truely what you want. Go back another day and reexamine the trailer/make/model/whatever. You'll most likely see things you didn't pick up on the first time around.
2. This one doesn't necessarily relate to RV shows, but applies to shopping for an RV in general. Don't take the word of the sales staff regarding whether your tow vehicle can safely tow a trailer you're interested in. Do your own research and using the data labels on the specific trailer you're interested in decide for yourself if your tow vehicle has appropriate capability. If you don't already have a tow vehicle, you'll still have to do your homework to determine which to buy.