I only see knives at gun and knife shows, and then it's a lot of Spyderco, Benchmade, Kershaw and Microtech.
I almost never see slippies.
Go in knowing what general prices are. Stay away from the guys selling the Chinese copies, the batlefs, and goofy things that go on your wrist.
Most dealers I've met will let you handle the knives, but you should ask first.
Depends on the type of show (is it mostly production stuff, or are a lot of custom makers present?) If it`s a custom-oriented show, you gotta get there *early* on the first day, otherwise you`ll just be looking at pretty pictures on the maker`s table (this is the way it is at the NYC Knife Show). And try to excercise some self-restraint

, as you WILL be tempted to spend Junior`s tuition money all in one shot....
Agreed. Know your prices before you go, and don't be afraid to barter with them a little bit.... assuming it's a regular show. Custom makers won't usually lower their prices too much, so don't be offended if they refuse. Most dealers are willing to drop anywhere from $5 to as much as $20 depending on the knife, how many your getting from them, past purchases, ect.
I also find it's helpful to be as nice as possible with the dealers, talking with them, ect. If you develop a decent personal relationship with them it'll go a long way towards them cutting you some deals. I'm not saying you gotta take them out for a beer after the show or anything (if you want to then go for it), but taking the time to talk to them, ask how business is, comment on something they've brought with them, ect. Trust me, the more they like you, the better the deals will be.
As for fake knives, it's always a possibility. So know what a real one looks like (placement of logos and such). Some sellers will also significantly jack the prices up, so be mindful of that. If there are two different sellers with the same product do a little price war. Get the one to lower the price, then go tell the other guy that you can buy the same knife for (insert price here) and see if he'll go lower. Sometimes this will work out really well in your favor, as long as you don't overdo it.
Also, don't be afraid to ask questions. They are there to sell product, and if they're any good at it they don't mind answering your questions. As long as your not a dick about it (and they're not a dick about answering) then things will go smoothly. This might seem like a no-brainer, but I've taken people to shows, and they refuse to ask any questions, thinking they'll be a pain to the dealer. This is usually far from the case, so don't be afraid to speak up!
And the final tip, something I don't ever follow 100%, is don't spend all your money in the first five minutes. Make sure you see the entire show before you start dropping cash. That way you'll know exactly whats there, and what you want the most. Also, some dealers will hold off on showing certain knives till after they've burnt through some of the crappier blades. So a little patience can sometimes net you a better selection than you had earlier.