Wear good walking shoes. Bring your camera. Make a list of specific things you want to look at or buy. Definitely put Hancock's of Paducah and Eleanor Burns tent on your list--her store, Quilt in a Day is nearby. I haven't bought anything at those places but it's an experience to just see them.
Things I have bought: Martelli rotary cutter, Alto Quilt Cut 2, Rings that Bind book and tool, black Hobbs 80/20 batting. Stubby little screwdriver to remove stitch plate, Purple Thang stilleto, Curve Master presser foot, Encyclopedia of Pieced Quilt Blocks book, Starmaker 6 ruler from Kaye Wood, Not Your Grandmother's Tumbling Blocks, Grandmother's Flower Garden and something else booklets from Alicia's Attic.
Things I've gone just to see: Longarms & midarms, PC Quilter, John Flynn--that man is yummy, Eleanor Burns tent show, Hancock's of Paducah back room sale table, the Quilt Museum and the mural on the river wall.
Last year, hubby pulled a muscle in his back on the way down so we didn't walk around very much but we still managed to get pictures of many of the quilts and saw the downtown shops. We got a flyer while downtown about some place called Surplus City in the old Walmart on the south-side so I went and checked that out while hubby napped in the car. Not quilt related but I scored a fabulous set of heavy flatware, a cotton bath rug, and a bunch of clothes for myself. I had a shopping cart piled up with bargains and only spent $80. The flatware was originally more than $80.