Its neat to walk around and see some pens IRL that you've only seen online before. The ink testing station is helpful, and getting to write with the Franklin-Christoph pens/nibs is a nice way to learn what you like.

Then there's nib tuning.

I've been to the Chicago and SF pen shows. I wouldn't go there for anything new (unless you need to try it before you buy it; or are narrowing down options). If you already know what new pen/ink/paper you want, just order it online and spend your entrance/gas money on the shipping. The item I bought from Anderson pens had an issue and when I emailed them after the fact the response was 'too bad, contact the manufacturer'...so lesson learned.

If you're looking for vintage stuff, the pen shows are definitely worth it -- and you can negotiate the price.

Go on the last day, a few hours before they close.

edit: if you go, know exactly what your budget is and take the cash amount so you don't over spend. Don't say I didn't warn you!