First Time Going To A LCS... Any Tips?

BE HONEST!
Tell the dealer what you told us.
Set and stick to a budget.
Say, "If you have something that appeals to me we can deal."
Dealers appreciate regular customers, and the first impression IS important.
Remember that both of you are sizing each other up.
If you get a bad feeling ... FLEE!
If it is not fun, go on to another LCS.
Oh, and if you feel like chatting, ask the dealer what his/her favorite coins are.
Works for me. And flatters them.
ALWAYS thank the dealer for his/her time.
Even if you did not like the experience.
Basic courtesy pays.

Same tips apply to a coin show.