First Coin Show-Slideshow Added

I always recommend to take a walk through of all the tables unless you see something that is a screaming deal. Have fun and good luck!

I agree. Get a feel for the layout and keep notes (even if just mental) on what you find.

How exciting! You are going to love it. I always get a overwhelming feeling and end up exhausted at the concession stand when I am done. I am mentally drained and like to have a seat and unwind and eat a Bar B Q or something and sit and listen to people coming and going.
I do what the others say. Take a walk around, be polite and make mental notes of the coins that really stand out and where you saw them. The whole show might look overwhelming when you walk in but after you tour, you'll be narrowing down what you can buy and what you'll have to pass up on. Some coins you might like might be such a screaming good deal that they might be gone when you go back to buy it.
Oh well, that's how the ball bounces. Just ask yourself, will I have a chance to see another or will it be a long time until the chance comes again, depending on what you let sitting there until you've made your rounds.
Walking around and looking also is a good time to quietly listen to the talking of others.
It helps you get a feel for how the show is going for the dealers and you can listen to others haggle before you give it a try.
Mostly have fun! Take what money you plan to spend and do the best you can with it.
Don't buy anything that makes you focus on the flaws instead of what is good about it instead.

Going to try to hit my first coin show this weekend as well (Greenhills Classic Coin & Stamp Show - Cincinnati, OH area)
Looking forward to it, going to try not to spend too much (gulp)

25 dealers is sort of a small, normal sized local coin show. Usually those are dealers from the area so you could get to know them personally. That actually helps with prices.
Rememeber that there is no manufacturers suggested list price on a coin. They are what people will pay for them.
Also, remember that a coin show, or almost any type of such shows are just specialized flea markets. By this I mean you should consider haggling prices for everything. Many dealers know this and have raised their prices from 10% to as much as 25%. It's sort of the same game people play buying a house, used car, etc. They ask xxxx and you counter with xxxx. Again, they come back with xxxx and again you counter until everyone is happy with the price. Now if the dealer orginally raised his prices by 20% and you haggled him down by 20%, your happy and he got what he wanted.
This means the Grey Sheet, Red Book, Numismedia, prices are for people that just don't know how to play the game. Most dealers will pull out the grey sheet when you say is that your lowest price. In many, many instances that is like a used car salesman saying I have to check with my manager for that price. They really know what they want for a coin and will play all sorts of games if a normal, seasoned dealer.
The main thing is to know what YOU want, how much YOU want to spend, how badly YOU want what you see.

One last bit of advise and hopefully not to late since that show is almost here. Security.
By that I mean to be carefull. Keep wallets in front pockets. Do not carry a back pack. If you carry any kind of item such as a handbag, if bumped, recheck right away. If your bumped, check all pockets too. Be real carefull paying for anything. Do not use a check or crdit card unless you really feel it necessary. And if you do, check to see no one is standing over you with a camera phone. When leaving that show, make sure sure your not followed.
Let us know how it all comes out.

Personally, I wouldn't use the Red Book. You will see very few collectors and dealers with them, as it is usually very overpriced. It truly depends on the coin. Generally speaking, Greysheet is somewhat accurate but if a coin is grossly overpriced, you should be able to tell without looking at the Greysheet. Use it as a guide but do not try haggling just to get Ask or Bid price. Most dealers will have the coins at Bid/Ask prices anyways, and it is fine to haggle, as long as you don't ask for ridiculously low prices to the point of offending the dealer.