I don't attend many shows, as they are usually held on Saturdays and my wedding cake business is usually busy on Saturdays. But when I do go, here's what I do:
1. Buy raffle tickets (1-5, depending on whether or not I like the piece)
2. At least look through and perhaps purchase used books/magazines if they are available and there is something I may want to try.
3. Look through and perhaps purchase used/recycled tools if it's something I don't already have, is a good price, and is in good condition.
4. New fabric from vendors, especially since that's my real weakness and if the vendor is from out of town or has a great price.
I generally don't bother with other handcrafted items or quilted items as I can make them myself, although I may take a look for ideas for someone else. And I'm generally not into buying recycled fabric pieces/scraps. But many of the shows in this area don't usually have a particularly large vendor area, so it's tough to say.
As I've not been to any of the biggies (Houston, Paducah, etc.), I don't have anything to compare my little town's shows to.
Interesting question.