Because I live in the Houston area, I am lucky to be able to attend the Houston Quilt Show every year. I usually make a list throughout the year of things I see in magazines, online, etc., and small things that my LQS doesn't carry. I'd rather wait to find them at a show and forego the shipping.
I recommend that you take notes on the various booths if you see something that interests you -- booth number and name, item & price. That way, if you see it somewhere else, you can compare and get the better deal, or go back to that booth. Nothing is more frustrating than trying to locate a booth.
There are times I look for a particular pattern, then for the fabrics to make the pattern. I always go on the last day, because many of the vendors do discount their items. I got 7 kingsize batts one year for $100 plus tax ($15.35 each). And the last two years, I have gotten a Tutto (2013 - the small black, 2014 - the medium maroon) for more than 50% off.
I also buy the 18" batting samples, especially if there is a batting I want to try out. I will sandwich it and FMQ, straight line quilt and echo quilt and then cut them up for zipper bags, placemats and potholders.
Also, find out which teachers will be at your show (especially if it's a big one) and take some classes. I have been lucky to take classes in hand and machine applique from Karen Kay Buckley, embellishment from Susan Cleveland, and FMQ from Phillipa Naylor. I have taken classes in Zentangle, Hawaiian quilting, 3-D flowers and many more.
As someone said, wear comfortable shoes. Plan short breaks and stay hydrated. You will meet interesting people while you are catching your breath.