A lot of people sell their animals at my local (county) show--and a lot of the reason people show their animals is so that they can get higher prices for the progeny of their winning breeder stock. But at a state show, I'm willing to bet that they've traveled for a while and they didn't bring extras.
You're also likely to pay more at a state show, so unless you want pure-bred stock, you may be better off to go elsewhere.
I also warn you that scamming sometimes happens--something doesn't conform to type, and so the breeder sells it to the first sucker who comes along, often at an exorbitant price (oh, I didn't want to sell this future champion to just anyone, but I can see you'll take good care of her...)Research what you want before you buy.
That said, I know a lot of people who have satisfactory experiences buying at (county) shows, and it's a great place to make connections and learn more. Talk to the people who babble on about their animals like they're their children and don't shut up--those guys are far less likely to care about money.