For guns I prefer the gun shops. I frequent Fort Liberty, PSS, and Bradis. Fort Liberty has the nicest staff and good prices, PSS has good prices and the best selection of used and the best trades, Bradis has good prices (usually a little higher on new guns, but will deal more on used) and a good selection of used guns, but they seem to offer the least if you want to trade. For accessories, reloading supplies, and hard to find items, I prefer the gun shows.
LOVE PAWN SHOPS YOU CAN USUALLY GET SOME GOOD DEALS AT A PAWN SHOP.I BOUGHT A MOSBERG MODEL 500 MARINER WITH A 24' FULLY RIFLED DEER BARREL AT 16TH STREET CASH AMERICA FOR 124.00.PROBABLY MY BEST DEAL I EVER HAD..
Back in the day when the Fort Wayne gun show was a good show, I bought a couple of guns from Midwest because they had a killer price that beat surrounding shops.
My tactic was to shop best price at surrounding shops just before the gun show. If I could beat it at the gun show, I did. If I couldn't, I'd leave the show and go to the store to buy what I wanted.
It's like anything else. You have to know what you want and your prices.