I'm always looking for the killer deals. I'm hunting for those clearance racks and bins for the most part, and also checking out special bundles and deals put together for the show. I usually won't buy fabric unless it's at a pretty good discount and is at least a 1-yard cut, unless it's something really unique or special.
Last year I bought an Olfa chenille kit - came with the cutter, a case for the cutter, the brush, and some basic patterns; I paid $18 for it. That was a good deal!
I hunt for Aurifil thread at a discount, if I can find a color I don't have for $8 or less it's mine.
I'm also looking for the handmade stuff - always drooling over hand dyed fabrics (though usually too rich for my blood), looking for handmade jewelry, etc. One of my most expensive single purchases at a big quilt show was a silver bracelet made with vintage glass buttons, made by a lady from Texas. Not technically quilt related I suppose but I like it a lot.
I like watching demos and I looove playing with the long arm machines, even though I'm nowhere near being ready to buy one. I like to dream though! I like watching the robot-driven long arms too - I don't want one of those but I like watching them work.