Money is very tight, so I set a cash budget and stick to it. I only buy what speaks to me at a good price that I can't buy locally, and rarely buy anything on my first pass through the Vendors. Quilts in the show give great inspirations for patterns and fabric, so I see the show first. In better times I bought what I liked- within reason- as I know it's a tremendous amount of hard work for the Vendors to haul in and haul out, in addition to booth fees, staffing, transportation, bookkeeping, etc. I honestly don't see how they can break even, and if they aren't supported they won't do the shows. Before the internet exploded with options my shopping was "buy it when you see it". I do make note of the locations of the Real World shops in hopes I'll have time to visit, and I'll tell them I saw their booth at the show. I love scrappy sewing, so something has to be really interesting to hop into my large stash or pattern box. I carry a list of things I need and fabric swatches for coordination. Don't forget to oogle the quilted totes and clothes of the crowd and give compliments freely. I usually go to show with friends or sisters, and we share! You may splurge a bit more when shopping at the show, but I agree with Alikat 110- it's part of the experience.
Don't forget a tote bag!