I've been to the Dulles Gun Show several times. It's convenient and a little cheaper than local gun shops, but it's still pricier than buying off the Internet.
Definitely check out Trader Jerry's in the middle-right. He's usually the largest gun table there. You can also usually get better prices from him if you pre-order online a week ahead of time and pick it up there.
http://www.traderjerry.com/
The ammo guys on the left against the very back wall will have the cheapest ammo there, and have it in bulk. However you can still do much better online. You might find deals on the last day, but you're also going to have slim pickings. It's been a really crazy buying year and while buying has dropped off to almost-normal levels, around the holidays it usually picks up again (as with most other retail).
As someone mentioned, verify any "deals" on gunbroker for guns+acces and for ammo:
http://www.gunbot.net/
Personally I don't like revolvers, but definitely get it in a common caliber. If you want concealed and automatic, both the 9mm Shield or .380 Sig238 are fantastic.