Be prepared and have some idea of what you are looking for if shopping. There is just so dang much it is overwhelming. The discount places like Eleanor Burns are not in the convention center. There is another discount store with a large inventory across the street from the museum entrance and a block or so from Eleanor's downtown store.
Hancocks is somewhat difficult since most of the fabric is sorted by manufacturer and is full retail price. When you enter the store, go all the way to the right down the hall to the warehouse. Sale fabric is priced by the yard in huge stacks. NOT as cheap as Eleanor's and I was quite disappointed last year. Maybe it will be better this year. Know your local prices on batting since Hancocks has a huge selection. This is the spot to check if you need something special.
There are Paducah ambassadors in red coats? in the convention center atrium area. They will answer questions, hand out maps, etc. Good resources. There is a Post Office set up there also to mail and a package or coat hold area.