You're going to get various opinions on this one. I will say, "Not necessarily". There are some good dealers and deals to be found, but IMO, they are few and far between. There are many out there prey on the fact that people did not do their homework for price, do not know specially what they are looking for, and think that just because they are buying at a show they are getting a good deal. When I was looking to get my last gun (XD9SC) I did my research, knew what I would pay locally and on-line, then hit the show. The vendors at the show were anywhere from $50 to $100 higher than I could get locally, and they wouldn't budge on price; and they didn't have to because there were lines of "suckers" just waiting to buy. I will not go to our local gun show any more because it is a waste of time, money, and gas.
Before you go to a show you must:
1) Know what you are looking to buy but do not have the attitude that you HAVE to buy something
2) Know how much the gun will cost you locally and online (remember to factor shipping and FFL fees for online purchases)
3) Go with cash as dealers are willing to deal better with cash and for some, the price posted is the cash price and they charge you an additional 3% for credit