Hi Cameron,
A gun show is a great place to buy a flashlight! I work a couple of shows close to home (Puyallup & Monroe) and then we have three crews that cover OR, CA, NV, UT and AZ. You'll see the prices range from above retail to maybe 40% off depending on how motivated a dealer is willing to sell his merchandize. Gun shows are a great place to get a deal. Heck in Portland Coast was showing up to the shows and unfortunately competing with one of there own dealers. I'm not sure what the reasoning behind that was but it created some good prices for the show attendees. Make sure you shop around and buy from an established dealer that offers warranty service. Always get a receipt! If they don't have receipts, there's your sign, move on.
The Tanner Gun show in Denver is usually a good one at 700+ tables so I'm almost positive there will be some flashlight dealers.
Sunday is a great time to visit the shows, less crowds so there's more time to talk to the venders.
TBFlashlights.com should start working this show next year I'm told. :twothumbs
Looking forward to your feed back from the show!