The Market Pro shows have been the best that I have seen. I have an annual membership which is a tough cost at fisrt but since i tend to go monthly, more than makes up for the cost of admission since after about 4 visits its paid for. Plus that keeps an extra 8-10 dollars in my pocket each visit after that. I live only about 10 minutes from where the show is held.
The best way to buy from there is to know your product and best pricing you can get from the net. Sometimes you can talk them down on prices. Especially if its a slow show or you buy in quantity.
The accessories are my favorite part too.
I also enjoy the cultural diversity, especially since most of the vendors can barely speak English, if they can speak it at all...
Big tip: Try to buy with cash! You have alot more leverage when asking for discounts.
J