I have gone from a regular to a sporadic gun show attendee. The best one in Ontario would be Orangeville followed by Woodstock and Ancaster. They are run by the same people so you'll see a lot of the same faces although no two gun shows are exactly alike.
How much you get out of a gun show depends on your expectations, your knowledge and ability to negotiate. Many guns start out over priced but dealers will negotiate and if you know your stuff you can find some good deals at shows. They are are also a resource for various parts, out of production guns and other items the retail gun shops don't carry.
Even if you don't buy anything there's lots to see and they aren't a bad way to spend a Sunday morning.