Usually the big shows have a website set up and if you are lucky have a vendor listing. It has been my experience that some show specials are just too good to pass up. Like Superior threads if they are a vendor they will have show specials. I usually stock up on thread at the shows. Often, the thread vendors hand out the color cards for free (normally you have to pay for them) when you purchase. Gadgets (AKA longarm templates) are rarely discounted at the shows but it is a great place to check them out in person and of course you would save yourself shipping on them but will most likely pay taxes so it can be a wash.
Check the tables that are set up by the entrance VERY CAREFULLY as some vendors print out coupons to use in their booth for % off your total purchase. Too many people just walk right by them.