Consider that the booths are operated by local dealers, not the machine manufacturers. So always consider who and where the dealer is located as it may not be local enough to you.
My former LQS used to be the dealer that did the Chicago shows for both Janome and Baby Lock (and later Juki). Not only did they have machines on the booth to demonstrate, but they also supplied the machines for the classes. When the show was over, they sold the class machines at a discount because they couldn't sell them as new.
That said ... the first year the Juki long arm was out (5 years ago??) I went to the show, visited their booth, and talked to the owner. He gave me the 'show special price'. Fast forward a few years and I am visiting the store and I see the sit-down version of the Juki long arm and I talk to the owner again. Finally, after walking away a few times, he comes to find me again and whispers a price in my ear that I couldn't refuse and I bought the machine on the spot. Fast forward again and once again I am at the Chicago show and my dealer has the booth and they have the Juki Sit-down on demo. I overheard one of the other salespeople tell a prospective buyer the price and it was several hundred dollars more than what I paid in the store.
I had a similar experience with one of the Brother embroidery machines. I saw the machine at a show in Paducah and got a price. I excused myself from the booth and called a dealer local to me and told her what I was looking at and asked her if she could beat the show price, she said she could. unfortunately when I went to her showroom a few days later and reminded her of the phone call (which she admitted she remembered) she said "she thought" I was talking about a different machine and there was no way she could meet the price I mentioned. Considering she only carried ONE Brother model embroidery machine, I think she was lying to me. Needless to say, I never shopped there again.
So ... the answer is yes and no. You might want to check out the prices at your local dealer, then check the prices at the show, or do what I did and telephone your dealer from the show (and hope you can trust them). But remember, if a local dealer is an important decision in buying a machine from someone, make sure the show dealer is indeed 'local' to YOU.