It depends on the size of the show and where it is. If I have my car there, I usually do the vendors first as I can stash stuff in my trunk. I like to do a circuit of the vendors and then take in the quilts.
At the Houston show I will do a circuit of the vendors and then do the quilts. Then , because both sections are so large, I alternate - 5-6 rows of vendors, then quilts. I find changing the focus helps me to think better, both about the quilts and about possible purchases.