I've bought a few knives at gun shows, but now (assuming I can get a signal) I check prices online on my phone before buying anything. I don't mind paying the "going rate" for a name brand knife, but I've also bought knives at gun shows that were readily available for a good bit less somewhere else. To date, I've only ended up with one actual fake, and only a couple cases of buyer's remorse, but a number of pretty nice knives for fair if not outstanding prices. Also, I've had the good fortune to talk down a couple of sellers because I would pay cash.
On a side note, I accidentally found out about what would become one of my favorite knives at a gun show, by accident. I saw a Kershaw Storm in a seller's display case, but when she grabbed the box (with the price tag on it) it was a Kershaw Lahar box - with a price more appropriate for a Lahar than a Storm. However, I'd never seen either knife and wasn't familiar with the prices of either, so it wasn't until I got home and looked up the prices for each that I realized I'd overpaid by a good $20-30 for the Storm. At first I was mad, but then I looked up the Lahar and made up my mind that I had to have one. (Plus, I really do like the Storm and have no regrets about buying it.)