ANA In Chicago

Coins shows can be a lot of fun. I went to the ANA in Chicago at the Convention Center near the airport (no need to go into the city) last week. The great majority of dealers specialized in US coins, but there were 30 or more with many ancients, mostly with tables grouped together. Here is a shot of Stephen Album's table with rows of tables off in the distance.

Relatively few collectors attended. Most business was dealer-to-dealer. There were a lot of excellent coins for sale and many valuable coins, but I found one dealer with 38 crammed blue boxes of mostly common Roman and Byzantine coins for sale, priced fairly. It took hours (over several days) to look at every one.
The field of ancient coins is so vast that if you collect in a narrow area there may have been very little there for you. But, if you wanted to find something common like an Alexander the Great tetradrachm there were many to choose from. When you go to a show you have to be open to "coins of opportunity." You never know what the next table will have.
As ANoob noted, if you go to a "local" coin show, it may be hard to find any ancients. But some big shows that say they are "international" (usually in big cities like New York, Chicago, San Francisco, and Long Beach) will have many thousands for sale.