Obviously, for the most part, the best deals are on ebay. However, when it comes to some more obscure, local issues, especially of big names, I believe that shows are where you'll find the best deals. Many times, these issues pop-up on ebay quite sparingly(especially as singles), and due to the rarity/obscurity they're almost always in the stores with high BIN's, rather than auctions..
For example, this past year at the Strongsville show, I picked up the 1948('49? portraits) Satchel Paige from the Indians Autographed Picture Pack for $10. A quick search of ebay brings up complete photo-packs at $250, $200, $99 and one individual Paige at 48.99
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