I recently went to quilt expo for the first time: here are my lessons learned:
1. WEAR COMFORTABLE SHOES - there is a lot of walking, walking, walking
2. Use a cross over purse instead of a handbag.
3. Bring a shopping bag/ fabric tote bag that you can carry your purchases
4. Ask for business cards from each vendor you visit or wish to visit.
5. Do not bring bottle water as some shows do not allow personal food....if you do then don't get caught! Lol
6. If you are looking for something specific, do some on line research on prices before you go as some prices are not as good as you might think.
7. Set a spending limit; otherwise expect to spend more than you really want.....don't ask me how I know

8. If looking for fabric for a specific pattern then remember to bring the pattern
9. Never touch the display quilts
10. Buy a program booklet if available....usually cheap money, and make notes about the vendors you visit
11. As others have said , bring a camera or have a charged up cell phone to take pics
and lastly
12. Have FUN!
good luck, tell us what you thought of your first experience!