To the OP:
Yes, go. Like someone already stated, if for nothing than for the reasons of meeting like-minded folks and the frequent odd-ball
I've found that prices are generally not much better than what your local dealer can provide, if not higher. Ammo is especially expensive. (in my area at least)
However, I have found that on the final day of the show, prices are generally slashed. So, if what you're looking for isn't already snatched up you might find a bargain.
Also plastic (cards, not guns
) is usually worthless, so bring cash if you intend to buy anything. Lots of cash.