Posted By:
RichardWhen I go to a show, I typically have a mental list of the cards that I want / have been looking for. Usually they are cards that I have seen on ebay at least a couple of times, but have not bid because the price was too high (2 crazy people duking it out), or because it is just too hard to see the condition in the scan.
When I find the card at a show, I will pay over my comfortable ebay price because 1) I can see the card and examine it closely, 2) I don't have to worry about it being lost in transportation, and 3) I can take it home today.
If I find something that catches my eye, and I am not familiar with it or the price/value, I typically talk to the dealer to find out as much about it as possible and then make an offer depending on how far into the show it is - ie: if it is a 3 day show, and I am looking at the card on the 3rd day, chances are the price is too high, or way too high. If I walk away and try to talk to other people to find out more about the item, chances are that it will still be there when I get back 30min later.
Of course, if there is nothing on my short mental list at the show, those crappy cards that I would have never considered before getting to the show start looking really attractive as my tiny wad of bills start to burn a hole in my pocket. 
PS - I also prepare by packing a couple of water bottles to keep me alive as the dealers tend to beat on me when I look and feel weary - can't put up much of a fight.