Excellent topic! In addition to all the good advice so far here are some other things I've found over time to be important:
1. Shows are an essential part of a collector's growth and education. Go and learn, even if you don't plan to buy.
2. Consider tracking down some of the show's award winning knives, examine them closely to get a feel for what makes an exceptional knife. Ask the maker, "Why do you think the judges liked this knife better than the others entered in that category?"
3. What follows may run counter to what others have said above, BUT... I've trained myself not to worry if a knife I was interested in gets away from me. If I'm contemplating a significant purchase I'll take a break, go outside, call my wife and talk it over (she's into knives too, so I'm lucky that way). If I go back and the knife has been sold - so be it. My personal experience has been that this has helped me make better choices over time, it reduces stress and has ultimately caused me to become more discerning in my evaluation of potential purchases. Funny thing is, I've "lost out" on some great knives in the past by not pulling the trigger immediately, but have never regretted losing any of them in the end. There will always be more great knives.
If I feel a sense of urgency about buying a particular knife "right now" that 's when I'll take a short break, force myself to look at some other knives then reassess how I feel about the original knife. That sense of urgency is, for me, a signal to slow down and figure out what's really going on in my head.
4. Here is one of my favorite things to do at a show because it's so incredibly educational. If I meet up with someone, often a fellow forumite, who I know to be experienced, I'll ask, "What have you seen that impressed you?" 9 times out of 10 they will say, "C'mon, I'll show you." Then we're off together, going around to different tables talking about the knives we're seeing.
I also enjoy talking with makers in somewhat the same way IF the maker is interested in their own work enough to show me something I might not see right away and explain it to me. The reality is, I don't always know what I'm looking at or 'see' what I'm looking at, so to speak. When a maker sits back and says, "Let me know if you have any questions" I'll say "OK" and that's usually the end of that. Why? Because I don't know what I don't know! But when a fellow collector or a maker says, "Hey, did you happen to notice..." or some version of that - then I'm engaged at a higher level of curiosity and desire to know, paying more attention and therefore more likely to develop an appreciation for that particular knife.
For me, knife events (shows, hammer-ins etc.), knife publications (BLADE, Knives Illustrated, Knife World and the American Bladesmith Socitey Journal) and the internet (maker and dealer websites and especially knife forums) are the three essential ingredients fueling my growth as a collector.