I have never been to a coin show, but I would like to go to one. that being said, if I was a seller, I would be scared that someone wants a more personal look at a coin and once it is in their hands they would take off like a jackrabbit. I would be afraid to leave my booth unattended to chase the thief down. I guess I could just yell out the classic "THIEF! STOP THIEF! SOMEBODY TACKLE HIM! and hope someone "gets" him. personally, I am pretty sure I would chase the guy for the dealer because I hate thieves. of course, anybody who does so is taking a risk... getting sued by the thief if he/she ends up getting shot/injured, tackling the wrong person, etc.
as a buyer, I think it would be fun. as far as the prices, of course the sellers want the most they can get for their coins. that does not mean you cannot ask if that is their best price. I do this a lot on
ebay, and most of the time the dealer will knock anything from a little to a lot off the price. the last time I did this was on a gold 1/2 tael (a little over an ounce, a tael is 37.5 grams) Korean key, the seller wanted a buy-it-now price of $1,500 with no offer provision. I asked him if he would take $1,000 and he said ok.
just about everyone will knock off some off of the price, especially if it is high-priced. in any case, it cannot hurt to ask. who cares if the dealer thinks you're cheap! ok, kidding on that one...